+152.0%
QQQM vs FSLR
+164.5%
-12.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | -1.2% | -7.8% | +6.6% | -0.1% |
| 3M | -0.1% | -22.9% | +22.8% | +3.5% |
| 6M | +18.0% | +4.4% | +13.6% | +16.7% |
| YTD | +16.7% | -20.0% | +36.7% | +19.1% |
| 1Y | +23.0% | +2.8% | +20.2% | +20.7% |
| 3Y | +93.3% | +16.5% | +76.8% | +76.7% |
| 5Y | +96.3% | +110.3% | -14.0% | +50.2% |
| All | +152.0% | +164.5% | -12.5% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling