+32.8%
SNOW vs FSLR
+177.1%
-144.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.1% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | +6.4% | -13.7% | +20.1% | +10.1% |
| 3M | +38.1% | -35.1% | +73.2% | +51.8% |
| 6M | +100.4% | +3.6% | +96.8% | +97.0% |
| YTD | +53.7% | -21.7% | +75.4% | +59.7% |
| 1Y | +52.0% | +1.3% | +50.7% | +46.9% |
| 3Y | +114.7% | +9.7% | +105.0% | +80.0% |
| 5Y | +8.8% | +117.4% | -108.6% | -41.4% |
| All | +32.8% | +177.1% | -144.3% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling