+2,098.2%
SHW vs FSLR
+638.7%
+1,459.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.1% |
| 7D | +4.2% | -2.6% | +6.9% | +4.5% |
| 30D | +11.3% | +1.8% | +9.5% | +10.9% |
| 3M | -1.8% | -24.4% | +22.6% | +1.0% |
| 6M | +12.7% | -17.7% | +30.4% | +14.2% |
| YTD | +10.4% | -30.7% | +41.2% | +13.6% |
| 1Y | +4.7% | -33.6% | +38.3% | +8.1% |
| 3Y | +42.7% | +35.1% | +7.5% | +30.5% |
| 5Y | +14.5% | +63.1% | -48.5% | -0.4% |
| 10Y | +340.7% | +466.4% | -125.7% | +216.5% |
| All | +2,098.2% | +638.7% | +1,459.6% | +1,276.6% |
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 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