+213.2%
RSP vs FSLR
+458.2%
-245.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.7% |
| 7D | +0.7% | -2.6% | +3.4% | +1.0% |
| 30D | +3.7% | +1.8% | +1.9% | +3.3% |
| 3M | +0.7% | -24.4% | +25.1% | +4.1% |
| 6M | +9.0% | -17.7% | +26.8% | +10.8% |
| YTD | +16.7% | -30.7% | +47.4% | +20.5% |
| 1Y | +19.0% | -33.6% | +52.6% | +23.4% |
| 3Y | +64.7% | +35.1% | +29.6% | +45.1% |
| 5Y | +49.6% | +63.1% | -13.5% | +21.7% |
| 10Y | +213.2% | +466.4% | -253.3% | +95.1% |
| All | +213.2% | +458.2% | -245.1% | +95.1% |
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