-8.1%
SNPS vs FSLR
+32.4%
-40.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.0% |
| 7D | -3.7% | +15.3% | -19.0% | -5.4% |
| 30D | -10.4% | +11.7% | -22.1% | -11.6% |
| 3M | +11.0% | -17.6% | +28.6% | +13.4% |
| 6M | -10.7% | -7.7% | -3.0% | -10.5% |
| YTD | -4.1% | -23.0% | +18.9% | -2.3% |
| 1Y | +13.7% | -26.0% | +39.8% | +16.4% |
| 3Y | -8.1% | +36.9% | -44.9% | -12.9% |
| All | -8.1% | +32.4% | -40.4% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling