+589.4%
SE vs FSLR
+329.3%
+260.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -2.5% | -13.7% | +11.2% | +1.7% |
| 3M | +21.7% | -35.1% | +56.8% | +37.1% |
| 6M | +27.0% | +3.6% | +23.4% | +22.8% |
| YTD | -12.1% | -21.7% | +9.6% | -8.4% |
| 1Y | -40.9% | +1.3% | -42.2% | -43.9% |
| 3Y | +191.0% | +9.7% | +181.3% | +137.9% |
| 5Y | -68.3% | +117.4% | -185.6% | -81.9% |
| All | +589.4% | +329.3% | +260.0% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling