+40.7%
SLB vs FSLR
-27.8%
+68.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | +0.3% |
| 7D | -7.1% | +15.3% | -22.4% | -8.5% |
| 30D | +4.1% | +11.7% | -7.6% | +2.9% |
| 3M | -2.6% | -17.6% | +15.0% | -0.8% |
| 6M | -8.6% | -7.7% | -0.8% | -7.7% |
| YTD | +32.2% | -23.0% | +55.2% | +35.2% |
| 1Y | +40.7% | -26.0% | +66.7% | +43.0% |
| All | +40.7% | -27.8% | +68.4% | +43.0% |
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