+196.3%
SO vs FSLR
+464.2%
-267.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.8% | -8.4% | +9.2% | +1.1% |
| 30D | +7.8% | -0.9% | +8.7% | +7.8% |
| 3M | +2.9% | -26.1% | +29.0% | +4.1% |
| 6M | +2.5% | -23.6% | +26.1% | +3.2% |
| YTD | +10.3% | -31.8% | +42.1% | +11.4% |
| 1Y | +6.4% | -32.6% | +38.9% | +7.4% |
| 3Y | +52.8% | +33.0% | +19.8% | +45.1% |
| 5Y | +78.7% | +56.8% | +21.9% | +64.8% |
| 10Y | +196.3% | +455.6% | -259.3% | +137.8% |
| All | +196.3% | +464.2% | -267.9% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling