+1,964.4%
SHW vs FSLR
+734.5%
+1,229.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -9.5% | -13.7% | +4.1% | -8.1% |
| 3M | +11.5% | -35.1% | +46.5% | +16.5% |
| 6M | -3.5% | +3.6% | -7.2% | -4.6% |
| YTD | +3.7% | -21.7% | +25.5% | +5.5% |
| 1Y | -7.9% | +1.3% | -9.2% | -9.5% |
| 3Y | +24.7% | +9.7% | +15.0% | +17.0% |
| 5Y | +13.6% | +117.4% | -103.8% | -4.4% |
| 10Y | +283.0% | +435.5% | -152.5% | +176.4% |
| All | +1,964.4% | +734.5% | +1,229.9% | +1,178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling