+89.9%
SLV vs FSLR
+53.9%
+36.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -5.8% | -14.8% | +8.9% | -4.2% |
| 30D | -12.1% | -4.3% | -7.8% | -11.7% |
| 3M | -24.1% | -23.4% | -0.7% | -22.1% |
| 6M | -44.4% | -26.9% | -17.4% | -42.6% |
| YTD | -31.5% | -34.4% | +2.9% | -29.1% |
| 1Y | -6.9% | -33.2% | +26.3% | -3.8% |
| 3Y | +116.0% | +28.1% | +87.9% | +108.2% |
| All | +89.9% | +53.9% | +36.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling