+11.2%
SNPS vs FSLR
-24.3%
+35.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.5% |
| 7D | -3.9% | +10.3% | -14.3% | -5.0% |
| 30D | -5.2% | +10.4% | -15.6% | -6.3% |
| 3M | +14.6% | -20.2% | +34.8% | +17.4% |
| 6M | -6.9% | -8.0% | +1.0% | -6.5% |
| YTD | -1.4% | -25.5% | +24.1% | +1.7% |
| 1Y | +11.2% | -26.0% | +37.1% | +15.4% |
| All | +11.2% | -24.3% | +35.4% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling