+357.4%
SOXL vs FSLR
+1.0%
+356.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.3% | +11.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.1% |
| 30D | -11.2% | -13.7% | +2.5% | +3.8% |
| 3M | -55.4% | -35.1% | -20.3% | -24.0% |
| 6M | +107.1% | +3.6% | +103.5% | +146.9% |
| YTD | +179.0% | -21.7% | +200.8% | +284.0% |
| 1Y | +357.4% | +1.3% | +356.1% | +483.5% |
| All | +357.4% | +1.0% | +356.4% | +483.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling