-8.9%
SHW vs FSLR
+4.5%
-13.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -2.6% |
| 7D | -1.2% | +6.8% | -8.0% | -1.6% |
| 30D | -11.6% | -14.7% | +3.1% | -10.7% |
| 3M | +9.1% | -22.6% | +31.7% | +10.4% |
| 6M | -0.7% | +12.7% | -13.4% | -2.3% |
| YTD | +1.4% | -18.4% | +19.7% | +0.2% |
| All | -8.9% | +4.5% | -13.4% | -8.4% |
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