-8.3%
SHOP vs FSLR
+3.4%
-11.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.3% | -11.9% | -8.1% |
| 7D | -4.1% | +6.8% | -10.9% | -4.9% |
| 30D | -11.5% | -14.7% | +3.2% | -9.9% |
| 3M | +21.1% | -22.6% | +43.6% | +25.1% |
| 6M | +3.0% | +12.7% | -9.7% | +1.1% |
| YTD | -16.7% | -18.4% | +1.7% | -14.4% |
| 1Y | -8.3% | +4.9% | -13.2% | -13.7% |
| All | -8.3% | +3.4% | -11.7% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling