+207.4%
SHEL vs FSLR
+461.4%
-254.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +3.9% | -0.1% | +4.1% | +3.9% |
| 30D | +7.0% | -14.0% | +21.0% | +8.9% |
| 3M | +12.5% | -16.9% | +29.4% | +14.6% |
| 6M | +14.8% | +4.7% | +10.0% | +12.9% |
| YTD | +34.2% | -20.7% | +54.9% | +36.2% |
| 1Y | +37.0% | +1.7% | +35.3% | +33.7% |
| 3Y | +70.9% | +13.1% | +57.8% | +56.0% |
| 5Y | +192.5% | +108.4% | +84.1% | +128.3% |
| All | +207.4% | +461.4% | -254.0% | +74.3% |
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