+133.5%
QLD vs FSLR
+28.8%
+104.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.6% | -13.4% | -12.9% |
| 7D | -18.6% | +10.7% | -29.2% | -20.7% |
| 30D | -28.3% | +8.9% | -37.2% | -29.8% |
| 3M | -20.4% | -17.3% | -3.1% | -17.0% |
| 6M | -14.3% | -10.8% | -3.5% | -11.9% |
| YTD | +2.8% | -25.1% | +27.8% | +8.4% |
| 1Y | -1.2% | -29.4% | +28.2% | +5.5% |
| All | +133.5% | +28.8% | +104.7% | +100.8% |
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