+40.4%
SLB vs FSLR
+734.5%
-694.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +15.8% | -13.7% | +29.5% | +19.2% |
| 3M | -0.3% | -35.1% | +34.7% | +8.2% |
| 6M | +21.3% | +3.6% | +17.7% | +18.9% |
| YTD | +52.3% | -21.7% | +74.0% | +57.0% |
| 1Y | +63.6% | +1.3% | +62.3% | +58.2% |
| 3Y | +3.8% | +9.7% | -5.9% | -8.4% |
| 5Y | +128.6% | +117.4% | +11.3% | +63.0% |
| 10Y | -3.1% | +435.5% | -438.6% | -48.5% |
| All | +40.4% | +734.5% | -694.1% | -29.1% |
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 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