+42.0%
SOFI vs FSLR
+105.8%
-63.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -4.9% | +2.2% | -7.2% | -5.7% |
| 30D | -3.5% | -7.8% | +4.4% | -0.8% |
| 3M | +3.9% | -22.9% | +26.8% | +12.9% |
| 6M | -6.5% | +4.4% | -10.9% | -8.8% |
| YTD | -33.8% | -20.0% | -13.9% | -30.7% |
| 1Y | -33.3% | +2.8% | -36.1% | -36.1% |
| 3Y | +94.6% | +16.5% | +78.1% | +55.7% |
| 5Y | +13.3% | +110.3% | -97.0% | -41.3% |
| All | +42.0% | +105.8% | -63.8% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling