+57.1%
SO vs FSLR
+107.8%
-50.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -4.6% | -13.7% | +9.1% | -4.4% |
| 3M | -3.0% | -35.1% | +32.0% | -2.3% |
| 6M | -8.3% | +3.6% | -11.9% | -8.6% |
| YTD | +3.5% | -21.7% | +25.3% | +3.7% |
| 1Y | -0.9% | +1.3% | -2.2% | -1.5% |
| 3Y | +45.4% | +9.7% | +35.6% | +41.6% |
| All | +57.1% | +107.8% | -50.6% | +45.7% |
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