+192.3%
SHEL vs FSLR
+112.6%
+79.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.6% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +7.2% | -15.1% | +22.4% | +8.1% |
| 3M | +12.9% | -22.5% | +35.4% | +14.3% |
| 6M | +13.7% | +4.0% | +9.7% | +12.9% |
| YTD | +33.7% | -22.3% | +55.9% | +34.8% |
| 1Y | +37.9% | 0.0% | +37.9% | +36.5% |
| 3Y | +70.2% | +10.9% | +59.4% | +62.8% |
| 5Y | +192.3% | +105.4% | +87.0% | +163.3% |
| All | +192.3% | +112.6% | +79.7% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling