+3.2%
SLB vs FSLR
+11.2%
-8.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +15.8% | -13.7% | +29.5% | +17.2% |
| 3M | -0.3% | -35.1% | +34.7% | +3.3% |
| 6M | +21.3% | +3.6% | +17.7% | +20.6% |
| YTD | +52.3% | -21.7% | +74.0% | +54.5% |
| 1Y | +63.6% | +1.3% | +62.3% | +61.8% |
| All | +3.2% | +11.2% | -8.0% | -4.7% |
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