+16.5%
SNOW vs FSLR
+145.3%
-128.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +2.9% |
| 7D | +0.2% | -2.6% | +2.9% | +0.6% |
| 30D | -19.8% | +1.8% | -21.6% | -20.4% |
| 3M | -11.6% | -24.4% | +12.7% | -6.2% |
| 6M | +94.0% | -17.7% | +111.7% | +101.2% |
| YTD | +34.8% | -30.7% | +65.5% | +43.3% |
| 1Y | +10.1% | -33.6% | +43.8% | +18.0% |
| 3Y | +84.4% | +35.1% | +49.2% | +39.5% |
| 5Y | -18.1% | +63.1% | -81.1% | -51.7% |
| All | +16.5% | +145.3% | -128.8% | -46.1% |
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