+171.1%
SLV vs FSLR
+498.1%
-327.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.4% |
| 7D | +5.1% | +15.3% | -10.2% | +3.6% |
| 30D | -12.9% | +11.7% | -24.6% | -13.8% |
| 3M | -16.1% | -17.6% | +1.5% | -14.7% |
| 6M | -33.2% | -7.7% | -25.4% | -32.7% |
| YTD | -27.2% | -23.0% | -4.2% | -26.0% |
| 1Y | +7.6% | -26.0% | +33.7% | +9.7% |
| 3Y | +122.3% | +36.9% | +85.5% | +111.3% |
| 5Y | +109.7% | +72.9% | +36.8% | +90.4% |
| All | +171.1% | +498.1% | -327.0% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling