-22.7%
SNOW vs FSLR
+66.7%
-89.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.7% | +10.3% | +6.5% |
| 7D | +0.2% | +5.3% | -5.1% | -1.1% |
| 30D | -21.1% | +7.8% | -28.8% | -22.4% |
| 3M | -11.9% | -23.4% | +11.5% | -7.3% |
| 6M | +91.0% | -12.9% | +103.9% | +95.4% |
| YTD | +32.7% | -26.7% | +59.4% | +38.9% |
| 1Y | +10.8% | -28.4% | +39.2% | +16.2% |
| 3Y | +86.2% | +44.6% | +41.6% | +39.7% |
| 5Y | -22.7% | +67.9% | -90.6% | -57.4% |
| All | -22.7% | +66.7% | -89.5% | -57.4% |
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