+93.9%
QQQ vs FSLR
+15.1%
+78.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.6% |
| 7D | +1.5% | +6.8% | -5.3% | +0.7% |
| 30D | -0.6% | -14.7% | +14.1% | +1.3% |
| 3M | +0.4% | -22.6% | +23.0% | +3.4% |
| 6M | +20.1% | +12.7% | +7.4% | +18.3% |
| YTD | +17.2% | -18.4% | +35.6% | +19.0% |
| 1Y | +24.7% | +4.9% | +19.8% | +22.7% |
| All | +93.9% | +15.1% | +78.8% | +79.3% |
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