+1,527.5%
META vs FSLR
+1,261.2%
+266.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -13.7% | +18.4% | +7.0% |
| 3M | -1.6% | -35.1% | +33.5% | +4.6% |
| 6M | -7.5% | +3.6% | -11.1% | -8.6% |
| YTD | -6.4% | -21.7% | +15.3% | -4.3% |
| 1Y | -17.3% | +1.3% | -18.6% | -19.3% |
| 3Y | +109.9% | +9.7% | +100.2% | +92.8% |
| 5Y | +65.4% | +117.4% | -52.0% | +30.7% |
| 10Y | +391.8% | +435.5% | -43.7% | +221.4% |
| All | +1,527.5% | +1,261.2% | +266.3% | +920.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling