+69.7%
SHEL vs FSLR
+15.2%
+54.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.3% |
| 7D | +1.9% | +6.8% | -4.9% | +1.6% |
| 30D | +8.7% | -14.7% | +23.4% | +9.5% |
| 3M | +11.0% | -22.6% | +33.5% | +12.3% |
| 6M | +14.6% | +12.7% | +1.8% | +13.3% |
| YTD | +33.3% | -18.4% | +51.6% | +34.1% |
| 1Y | +37.9% | +4.9% | +32.9% | +36.1% |
| 3Y | +69.7% | +16.4% | +53.3% | +63.5% |
| All | +69.7% | +15.2% | +54.6% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling