+1,542.6%
QLD vs FSLR
+432.1%
+1,110.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | +0.5% |
| 7D | +12.5% | -12.0% | +24.5% | +17.3% |
| 30D | -15.7% | -7.7% | -8.0% | -13.6% |
| 3M | -11.9% | -24.0% | +12.1% | -4.0% |
| 6M | -10.3% | -24.4% | +14.2% | -2.3% |
| YTD | +15.6% | -34.0% | +49.6% | +29.4% |
| 1Y | +12.1% | -35.6% | +47.7% | +26.3% |
| 3Y | +150.7% | +28.7% | +122.0% | +92.5% |
| 5Y | +86.6% | +55.3% | +31.3% | +20.1% |
| All | +1,542.6% | +432.1% | +1,110.4% | +536.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling