+2,989.4%
SHOP vs FSLR
+431.1%
+2,558.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.8% | -0.7% | -4.0% |
| 7D | -10.6% | +0.2% | -10.9% | -10.8% |
| 30D | -18.3% | -15.1% | -3.2% | -14.3% |
| 3M | +14.8% | -22.5% | +37.4% | +22.7% |
| 6M | -5.0% | +4.0% | -9.0% | -8.5% |
| YTD | -21.2% | -22.3% | +1.0% | -18.1% |
| 1Y | -11.6% | 0.0% | -11.6% | -15.9% |
| 3Y | +101.2% | +10.9% | +90.4% | +66.0% |
| 5Y | -15.7% | +105.4% | -121.1% | -48.5% |
| 10Y | +2,989.4% | +447.0% | +2,542.4% | +1,287.5% |
| All | +2,989.4% | +431.1% | +2,558.3% | +1,287.5% |
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 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