+86.2%
SNOW vs FSLR
+38.0%
+48.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.7% | +10.3% | +6.0% |
| 7D | +0.2% | +5.3% | -5.1% | -0.4% |
| 30D | -21.1% | +7.8% | -28.8% | -21.7% |
| 3M | -11.9% | -23.4% | +11.5% | -10.0% |
| 6M | +91.0% | -12.9% | +103.9% | +94.4% |
| YTD | +32.7% | -26.7% | +59.4% | +36.5% |
| 1Y | +10.8% | -28.4% | +39.2% | +14.0% |
| 3Y | +86.2% | +44.6% | +41.6% | +65.0% |
| All | +86.2% | +38.0% | +48.2% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling