+480.7%
SO vs FSLR
+734.5%
-253.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -3.0% | -35.1% | +32.0% | -1.3% |
| 6M | -8.3% | +3.6% | -11.9% | -8.8% |
| YTD | +3.5% | -21.7% | +25.3% | +4.1% |
| 1Y | -0.9% | +1.3% | -2.2% | -1.8% |
| 3Y | +45.4% | +9.7% | +35.6% | +41.0% |
| 5Y | +59.6% | +117.4% | -57.7% | +47.3% |
| 10Y | +156.6% | +435.5% | -278.9% | +119.1% |
| All | +480.7% | +734.5% | -253.8% | +385.7% |
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 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