+218.9%
SLV vs FSLR
+464.5%
-245.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.2% |
| 7D | +2.5% | +6.8% | -4.3% | +1.9% |
| 30D | +3.3% | -14.7% | +18.0% | +4.7% |
| 3M | -3.6% | -22.6% | +19.0% | -1.5% |
| 6M | -21.8% | +12.7% | -34.5% | -22.5% |
| YTD | -7.8% | -18.4% | +10.5% | -6.7% |
| 1Y | +58.3% | +4.9% | +53.3% | +57.1% |
| 3Y | +182.6% | +16.4% | +166.2% | +171.9% |
| 5Y | +167.8% | +123.5% | +44.3% | +138.7% |
| 10Y | +218.9% | +454.3% | -235.5% | +159.1% |
| All | +218.9% | +464.5% | -245.6% | +159.1% |
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 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