+368.7%
SLV vs FSLR
+734.5%
-365.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | -13.7% | +20.3% | +8.0% |
| 3M | -10.7% | -35.1% | +24.4% | -7.3% |
| 6M | -20.6% | +3.6% | -24.2% | -20.9% |
| YTD | -7.1% | -21.7% | +14.6% | -5.5% |
| 1Y | +62.0% | +1.3% | +60.7% | +60.9% |
| 3Y | +169.8% | +9.7% | +160.1% | +159.4% |
| 5Y | +161.5% | +117.4% | +44.1% | +131.9% |
| 10Y | +224.4% | +435.5% | -211.1% | +154.7% |
| All | +368.7% | +734.5% | -365.8% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling