+124.0%
SHOP vs FSLR
+13.9%
+110.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.6% | -13.7% | +14.3% | +3.4% |
| 3M | +25.0% | -35.1% | +60.1% | +35.6% |
| 6M | +11.9% | +3.6% | +8.3% | +9.6% |
| YTD | -9.9% | -21.7% | +11.9% | -7.2% |
| 1Y | 0.0% | +1.3% | -1.3% | -3.3% |
| All | +124.0% | +13.9% | +110.1% | +79.6% |
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