+255.6%
SHEL vs FSLR
+734.5%
-478.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +6.8% | -13.7% | +20.5% | +9.0% |
| 3M | +8.1% | -35.1% | +43.2% | +14.4% |
| 6M | +14.4% | +3.6% | +10.8% | +12.4% |
| YTD | +30.0% | -21.7% | +51.7% | +32.4% |
| 1Y | +33.3% | +1.3% | +32.0% | +29.9% |
| 3Y | +66.4% | +9.7% | +56.7% | +52.0% |
| 5Y | +178.6% | +117.4% | +61.2% | +117.7% |
| 10Y | +198.4% | +435.5% | -237.1% | +86.4% |
| All | +255.6% | +734.5% | -478.9% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling