+153.2%
QQQM vs FSLR
+169.9%
-16.7%
-35.0%
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% | -0.7% |
| 7D | +1.5% | +6.8% | -5.3% | +0.5% |
| 30D | -0.7% | -14.7% | +14.1% | +1.6% |
| 3M | +0.4% | -22.6% | +23.0% | +3.9% |
| 6M | +20.1% | +12.7% | +7.4% | +17.5% |
| YTD | +17.2% | -18.4% | +35.6% | +19.3% |
| 1Y | +24.7% | +4.9% | +19.8% | +22.0% |
| 3Y | +96.6% | +16.4% | +80.2% | +79.7% |
| 5Y | +95.0% | +123.5% | -28.4% | +48.2% |
| All | +153.2% | +169.9% | -16.7% | +91.2% |
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