-78.0%
SE vs FSLR
+53.9%
-131.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -0.5% | -14.8% | +14.3% | +3.7% |
| 30D | -20.9% | -4.3% | -16.6% | -20.2% |
| 3M | -38.9% | -23.4% | -15.5% | -34.8% |
| 6M | -19.4% | -26.9% | +7.5% | -14.1% |
| YTD | -40.9% | -34.4% | -6.5% | -36.0% |
| 1Y | -46.2% | -33.2% | -13.0% | -42.2% |
| 3Y | +63.7% | +28.1% | +35.7% | +19.1% |
| All | -78.0% | +53.9% | -131.9% | -89.9% |
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