+448.0%
SNXX vs FSLR
-16.3%
+464.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.5% | +9.3% |
| 7D | +27.3% | +0.2% | +27.1% | +25.0% |
| 30D | +89.3% | -15.1% | +104.4% | +129.4% |
| 3M | -29.6% | -22.5% | -7.0% | +5.6% |
| 6M | +324.4% | +4.0% | +320.5% | +385.2% |
| All | +448.0% | -16.3% | +464.2% | +564.8% |
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