+139.4%
QLD vs FSLR
+32.4%
+107.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.9% |
| 7D | -10.3% | +15.3% | -25.6% | -13.5% |
| 30D | -26.1% | +11.7% | -37.7% | -28.1% |
| 3M | -17.8% | -17.6% | -0.1% | -14.1% |
| 6M | -15.6% | -7.7% | -7.8% | -13.9% |
| YTD | +5.4% | -23.0% | +28.4% | +10.4% |
| 1Y | +5.2% | -26.0% | +31.3% | +11.1% |
| 3Y | +139.4% | +36.9% | +102.6% | +104.5% |
| All | +139.4% | +32.4% | +107.1% | +104.5% |
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 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