+2.3%
QCOM vs FSLR
-24.3%
+26.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.6% | +0.7% | +3.2% |
| 7D | -5.3% | +10.3% | -15.7% | -9.5% |
| 30D | -4.2% | +10.4% | -14.6% | -8.5% |
| 3M | +7.0% | -20.2% | +27.2% | +17.9% |
| 6M | +3.8% | -8.0% | +11.8% | +13.7% |
| YTD | +2.8% | -25.5% | +28.4% | +14.5% |
| 1Y | +2.3% | -26.0% | +28.2% | +12.9% |
| All | +2.3% | -24.3% | +26.5% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling