+77.5%
QQQ vs FSLR
+53.9%
+23.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.6% | -14.8% | +18.4% | +6.1% |
| 30D | -6.7% | -4.3% | -2.4% | -6.2% |
| 3M | -7.0% | -23.4% | +16.3% | -3.6% |
| 6M | -4.7% | -26.9% | +22.3% | -0.7% |
| YTD | +11.1% | -34.4% | +45.4% | +16.6% |
| 1Y | +12.3% | -33.2% | +45.5% | +17.4% |
| 3Y | +83.3% | +28.1% | +55.3% | +61.0% |
| All | +77.5% | +53.9% | +23.7% | +34.3% |
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 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