+17.1%
SNPS vs FSLR
+117.9%
-100.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | -11.0% | 0.0% | -11.0% | -11.0% |
| 30D | -1.7% | -13.7% | +11.9% | +0.7% |
| 3M | -20.4% | -35.1% | +14.7% | -14.8% |
| 6M | -8.6% | +3.6% | -12.3% | -10.2% |
| YTD | -16.2% | -21.7% | +5.6% | -14.0% |
| 1Y | -34.6% | +1.3% | -35.9% | -36.2% |
| 3Y | -14.5% | +9.7% | -24.2% | -22.7% |
| All | +17.1% | +117.9% | -100.8% | -25.0% |
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