+73.6%
SLB vs FSLR
+51.6%
+22.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | +2.6% | -12.0% | +14.5% | +3.8% |
| 30D | +4.4% | -7.7% | +12.1% | +5.1% |
| 3M | -2.7% | -24.0% | +21.3% | -0.3% |
| 6M | -7.5% | -24.4% | +16.9% | -5.5% |
| YTD | +34.8% | -34.0% | +68.9% | +39.0% |
| 1Y | +44.6% | -35.6% | +80.2% | +49.2% |
| 3Y | +3.2% | +28.7% | -25.5% | -5.8% |
| 5Y | +73.6% | +55.3% | +18.2% | +44.1% |
| All | +73.6% | +51.6% | +22.0% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling