+107.3%
META vs FSLR
+11.2%
+96.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -13.7% | +18.4% | +6.4% |
| 3M | -1.6% | -35.1% | +33.5% | +2.5% |
| 6M | -7.5% | +3.6% | -11.1% | -7.9% |
| YTD | -6.4% | -21.7% | +15.3% | -4.7% |
| 1Y | -17.3% | +1.3% | -18.6% | -18.6% |
| All | +107.3% | +11.2% | +96.1% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling