+597.0%
SE vs FSLR
+347.8%
+249.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -0.2% |
| 7D | +0.6% | +6.8% | -6.2% | -1.4% |
| 30D | -0.1% | -14.7% | +14.6% | +4.6% |
| 3M | +34.1% | -22.6% | +56.7% | +43.5% |
| 6M | +23.2% | +12.7% | +10.5% | +16.2% |
| YTD | -11.2% | -18.4% | +7.2% | -8.6% |
| 1Y | -40.5% | +4.9% | -45.5% | -44.1% |
| 3Y | +196.3% | +16.4% | +179.9% | +137.7% |
| 5Y | -67.0% | +123.5% | -190.5% | -81.3% |
| All | +597.0% | +347.8% | +249.2% | +206.6% |
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