+78.7%
SO vs FSLR
+53.9%
+24.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +1.4% | -14.8% | +16.1% | +1.6% |
| 30D | +4.7% | -4.3% | +9.0% | +4.8% |
| 3M | +1.7% | -23.4% | +25.1% | +2.1% |
| 6M | +2.2% | -26.9% | +29.1% | +2.5% |
| YTD | +10.0% | -34.4% | +44.4% | +10.4% |
| 1Y | +6.0% | -33.2% | +39.2% | +6.4% |
| 3Y | +54.1% | +28.1% | +26.1% | +47.6% |
| All | +78.7% | +53.9% | +24.9% | +72.7% |
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