+33.3%
SHEL vs FSLR
+1.0%
+32.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +6.8% | -13.7% | +20.5% | +7.0% |
| 3M | +8.1% | -35.1% | +43.2% | +8.9% |
| 6M | +14.4% | +3.6% | +10.8% | +14.4% |
| YTD | +30.0% | -21.7% | +51.7% | +30.9% |
| 1Y | +33.3% | +1.3% | +32.0% | +35.2% |
| All | +33.3% | +1.0% | +32.3% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling