+508.6%
SO vs FSLR
+721.0%
-212.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.2% |
| 7D | -1.5% | +15.3% | -16.8% | -2.1% |
| 30D | +8.1% | +11.7% | -3.6% | +7.5% |
| 3M | +0.2% | -17.6% | +17.8% | +1.0% |
| 6M | +0.4% | -7.7% | +8.1% | +0.3% |
| YTD | +8.5% | -23.0% | +31.5% | +9.1% |
| 1Y | +4.9% | -26.0% | +31.0% | +5.7% |
| 3Y | +47.9% | +36.9% | +11.0% | +41.8% |
| 5Y | +75.7% | +72.9% | +2.7% | +64.1% |
| 10Y | +178.0% | +519.3% | -341.3% | +135.8% |
| All | +508.6% | +721.0% | -212.4% | +408.9% |
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