+62.5%
SLB vs FSLR
+70.5%
-8.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 6M | -8.6% | -7.7% | -0.8% | -8.3% |
| YTD | +32.2% | -23.0% | +55.2% | +34.3% |
| 1Y | +40.7% | -26.0% | +66.7% | +43.3% |
| 3Y | -4.5% | +36.9% | -41.4% | -13.3% |
| All | +62.5% | +70.5% | -8.0% | +34.3% |
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