+31.7%
SNPS vs FSLR
+53.9%
-22.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.1% | -14.8% | +15.8% | +3.7% |
| 30D | -5.2% | -4.3% | -0.9% | -4.6% |
| 3M | +10.6% | -23.4% | +33.9% | +15.1% |
| 6M | -10.6% | -26.9% | +16.3% | -6.9% |
| YTD | -3.1% | -34.4% | +31.3% | +1.9% |
| 1Y | +15.6% | -33.2% | +48.8% | +21.0% |
| 3Y | -12.9% | +28.1% | -41.0% | -25.4% |
| All | +31.7% | +53.9% | -22.2% | -8.1% |
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