+17.6%
SNOW vs FSLR
+133.5%
-115.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.1% |
| 7D | +10.8% | -12.0% | +22.8% | +14.0% |
| 30D | -16.5% | -7.7% | -8.8% | -15.2% |
| 3M | -10.1% | -24.0% | +13.9% | -4.7% |
| 6M | +96.5% | -24.4% | +121.0% | +107.9% |
| YTD | +36.2% | -34.0% | +70.2% | +46.3% |
| 1Y | +10.7% | -35.6% | +46.3% | +19.4% |
| 3Y | +86.2% | +28.7% | +57.6% | +42.4% |
| 5Y | -22.7% | +55.3% | -78.1% | -53.9% |
| All | +17.6% | +133.5% | -115.9% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling