+45.6%
SHW vs FSLR
+38.0%
+7.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.7% | +8.8% | +4.4% |
| 7D | +1.6% | +5.3% | -3.7% | +1.1% |
| 30D | +12.1% | +7.8% | +4.3% | +11.4% |
| 3M | -3.0% | -23.4% | +20.4% | -1.3% |
| 6M | +13.5% | -12.9% | +26.4% | +13.9% |
| YTD | +11.2% | -26.7% | +37.9% | +12.5% |
| 1Y | +6.2% | -28.4% | +34.6% | +7.5% |
| 3Y | +45.6% | +44.6% | +1.1% | +29.2% |
| All | +45.6% | +38.0% | +7.7% | +29.2% |
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