+1.2%
SO vs FSLR
+3.4%
-2.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +1.1% |
| 7D | +1.0% | +6.8% | -5.8% | +1.2% |
| 30D | -3.2% | -14.7% | +11.5% | -3.7% |
| 3M | -1.7% | -22.6% | +20.9% | -2.0% |
| 6M | -7.2% | +12.7% | -19.9% | -7.6% |
| YTD | +4.6% | -18.4% | +22.9% | +3.5% |
| 1Y | +1.2% | +4.9% | -3.7% | +4.3% |
| All | +1.2% | +3.4% | -2.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling