+9.5%
SNOW vs FSLR
-24.3%
+33.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -2.2% |
| 7D | -14.5% | +10.3% | -24.8% | -15.8% |
| 30D | -14.3% | +10.4% | -24.7% | -15.6% |
| 3M | -8.3% | -20.2% | +11.9% | -5.7% |
| 6M | +101.5% | -8.0% | +109.5% | +115.1% |
| YTD | +32.5% | -25.5% | +58.0% | +43.4% |
| 1Y | +9.5% | -26.0% | +35.4% | +18.4% |
| All | +9.5% | -24.3% | +33.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling