+18.6%
SNOW vs FSLR
+141.4%
-122.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +3.7% | -8.4% | +12.1% | +5.6% |
| 30D | -16.4% | -0.9% | -15.5% | -16.5% |
| 3M | -9.9% | -26.1% | +16.2% | -3.8% |
| 6M | +98.8% | -23.6% | +122.5% | +109.8% |
| YTD | +37.3% | -31.8% | +69.1% | +46.5% |
| 1Y | +11.0% | -32.6% | +43.6% | +18.5% |
| 3Y | +87.8% | +33.0% | +54.8% | +42.5% |
| 5Y | -18.4% | +56.8% | -75.2% | -51.3% |
| All | +18.6% | +141.4% | -122.8% | -44.9% |
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