+52.0%
SNOW vs FSLR
+1.0%
+50.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +6.4% | -13.7% | +20.1% | +8.8% |
| 3M | +38.1% | -35.1% | +73.2% | +47.1% |
| 6M | +100.4% | +3.6% | +96.8% | +109.3% |
| YTD | +53.7% | -21.7% | +75.4% | +64.8% |
| 1Y | +52.0% | +1.3% | +50.7% | +44.6% |
| All | +52.0% | +1.0% | +50.9% | +44.6% |
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