+267.2%
SLV vs FSLR
+721.0%
-453.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.4% |
| 7D | +5.1% | +15.3% | -10.2% | +3.7% |
| 30D | -12.9% | +11.7% | -24.6% | -13.8% |
| 3M | -16.1% | -17.6% | +1.5% | -14.8% |
| 6M | -33.2% | -7.7% | -25.4% | -32.8% |
| YTD | -27.2% | -23.0% | -4.2% | -26.0% |
| 1Y | +7.6% | -26.0% | +33.7% | +9.8% |
| 3Y | +122.3% | +36.9% | +85.5% | +109.9% |
| 5Y | +109.7% | +72.9% | +36.8% | +89.7% |
| 10Y | +168.4% | +519.3% | -350.8% | +108.4% |
| All | +267.2% | +721.0% | -453.8% | +141.0% |
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