+5.5%
SNOW vs FSLR
+116.7%
-111.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.4% |
| 7D | +4.9% | +6.8% | -1.9% | +3.5% |
| 30D | +1.5% | -14.7% | +16.2% | +4.9% |
| 3M | +39.5% | -22.6% | +62.1% | +46.4% |
| 6M | +85.9% | +12.7% | +73.2% | +80.4% |
| YTD | +52.9% | -18.4% | +71.3% | +57.1% |
| 1Y | +48.1% | +4.9% | +43.2% | +43.0% |
| 3Y | +102.2% | +16.4% | +85.8% | +69.6% |
| 5Y | +5.5% | +123.5% | -118.0% | -48.0% |
| All | +5.5% | +116.7% | -111.2% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling