+70.2%
SHEL vs FSLR
+29.6%
+40.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | +0.8% | -14.8% | +15.6% | +1.5% |
| 30D | -3.6% | -4.3% | +0.7% | -3.4% |
| 3M | +12.0% | -23.4% | +35.4% | +13.3% |
| 6M | +19.7% | -26.9% | +46.6% | +21.1% |
| YTD | +39.6% | -34.4% | +74.0% | +41.8% |
| 1Y | +36.4% | -33.2% | +69.6% | +38.3% |
| 3Y | +70.2% | +28.1% | +42.1% | +57.0% |
| All | +70.2% | +29.6% | +40.6% | +57.0% |
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