+116.0%
SLV vs FSLR
+29.6%
+86.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -5.8% | -14.8% | +8.9% | -3.9% |
| 30D | -12.1% | -4.3% | -7.8% | -11.6% |
| 3M | -24.1% | -23.4% | -0.7% | -21.7% |
| 6M | -44.4% | -26.9% | -17.4% | -42.2% |
| YTD | -31.5% | -34.4% | +2.9% | -28.7% |
| 1Y | -6.9% | -33.2% | +26.3% | -3.4% |
| 3Y | +116.0% | +28.1% | +87.9% | +101.6% |
| All | +116.0% | +29.6% | +86.4% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling