+1,795.4%
QQQ vs FSLR
+770.4%
+1,025.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.8% |
| 7D | +1.5% | +6.8% | -5.3% | +0.4% |
| 30D | -0.6% | -14.7% | +14.1% | +1.8% |
| 3M | +0.4% | -22.6% | +23.0% | +4.3% |
| 6M | +20.1% | +12.7% | +7.4% | +17.0% |
| YTD | +17.2% | -18.4% | +35.6% | +19.4% |
| 1Y | +24.7% | +4.9% | +19.8% | +21.5% |
| 3Y | +96.2% | +16.4% | +79.8% | +78.7% |
| 5Y | +94.4% | +123.5% | -29.1% | +53.5% |
| 10Y | +556.7% | +454.3% | +102.4% | +320.5% |
| All | +1,795.4% | +770.4% | +1,025.0% | +976.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling