-78.0%
SE vs FSLR
+70.5%
-148.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.6% |
| 7D | +2.0% | +15.3% | -13.3% | -1.8% |
| 30D | -20.0% | +11.7% | -31.7% | -22.4% |
| 3M | -31.8% | -17.6% | -14.2% | -28.6% |
| 6M | -15.9% | -7.7% | -8.1% | -15.8% |
| YTD | -40.6% | -23.0% | -17.6% | -38.3% |
| 1Y | -50.7% | -26.0% | -24.6% | -48.2% |
| 3Y | +70.3% | +36.9% | +33.4% | +24.8% |
| All | -78.0% | +70.5% | -148.5% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling