+121.0%
QLD vs FSLR
+117.9%
+3.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.1% | -13.7% | +13.5% | +4.2% |
| 3M | -8.4% | -35.1% | +26.7% | +4.2% |
| 6M | +32.2% | +3.6% | +28.6% | +30.7% |
| YTD | +28.9% | -21.7% | +50.6% | +36.2% |
| 1Y | +43.8% | +1.3% | +42.6% | +39.7% |
| 3Y | +176.6% | +9.7% | +166.9% | +135.2% |
| All | +121.0% | +117.9% | +3.1% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling