+509.4%
SO vs FSLR
+603.3%
-93.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.3% |
| 7D | -0.9% | -12.0% | +11.1% | -0.4% |
| 30D | +4.9% | -7.7% | +12.6% | +5.3% |
| 3M | +0.8% | -24.0% | +24.8% | +1.9% |
| 6M | +0.6% | -24.4% | +25.0% | +1.4% |
| YTD | +8.7% | -34.0% | +42.7% | +10.0% |
| 1Y | +4.0% | -35.6% | +39.5% | +5.3% |
| 3Y | +50.6% | +28.7% | +21.9% | +44.6% |
| 5Y | +77.5% | +55.3% | +22.2% | +66.5% |
| 10Y | +192.0% | +437.4% | -245.5% | +149.2% |
| All | +509.4% | +603.3% | -93.8% | +413.2% |
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