+278.3%
SHW vs FSLR
+464.5%
-186.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.8% |
| 7D | -1.2% | +6.8% | -8.0% | -2.0% |
| 30D | -11.6% | -14.7% | +3.1% | -9.9% |
| 3M | +9.1% | -22.6% | +31.7% | +12.3% |
| 6M | -0.7% | +12.7% | -13.4% | -3.0% |
| YTD | +1.4% | -18.4% | +19.7% | +2.6% |
| 1Y | -12.3% | +4.9% | -17.2% | -14.5% |
| 3Y | +23.4% | +16.4% | +7.0% | +13.1% |
| 5Y | +15.0% | +123.5% | -108.5% | -8.7% |
| 10Y | +278.3% | +454.3% | -176.1% | +137.9% |
| All | +278.3% | +464.5% | -186.2% | +137.9% |
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