+210.3%
RSP vs FSLR
+432.1%
-221.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | +1.8% | -12.0% | +13.8% | +3.4% |
| 30D | +3.5% | -7.7% | +11.1% | +4.4% |
| 3M | +0.2% | -24.0% | +24.2% | +3.6% |
| 6M | +9.1% | -24.4% | +33.6% | +12.2% |
| YTD | +16.6% | -34.0% | +50.6% | +21.2% |
| 1Y | +17.9% | -35.6% | +53.5% | +22.8% |
| 3Y | +64.6% | +28.7% | +35.9% | +46.0% |
| 5Y | +48.4% | +55.3% | -6.9% | +21.5% |
| All | +210.3% | +432.1% | -221.8% | +95.3% |
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 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