+7.1%
QLD vs FSLR
-33.7%
+40.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.5% |
| 7D | -3.8% | -2.6% | -1.1% | -3.3% |
| 30D | -20.5% | +1.8% | -22.3% | -21.3% |
| 3M | -14.6% | -24.4% | +9.7% | -7.3% |
| 6M | -14.7% | -17.7% | +3.1% | -7.5% |
| YTD | +11.2% | -30.7% | +41.9% | +20.9% |
| 1Y | +7.1% | -33.6% | +40.7% | +18.5% |
| All | +7.1% | -33.7% | +40.8% | +18.5% |
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