+184.2%
SLV vs FSLR
+13.9%
+170.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | -13.7% | +20.3% | +8.5% |
| 3M | -10.7% | -35.1% | +24.4% | -6.4% |
| 6M | -20.6% | +3.6% | -24.2% | -20.5% |
| YTD | -7.1% | -21.7% | +14.6% | -5.4% |
| 1Y | +62.0% | +1.3% | +60.7% | +62.1% |
| All | +184.2% | +13.9% | +170.3% | +169.7% |
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