+4,921.3%
SOXL vs FSLR
+466.5%
+4,454.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.5% |
| 7D | +3.9% | +2.2% | +1.6% | +1.7% |
| 30D | -14.3% | -7.8% | -6.5% | -9.1% |
| 3M | -45.6% | -22.9% | -22.7% | -30.6% |
| 6M | +117.2% | +4.4% | +112.8% | +132.7% |
| YTD | +189.8% | -20.0% | +209.8% | +266.7% |
| 1Y | +317.7% | +2.8% | +314.9% | +340.0% |
| 3Y | +478.6% | +16.5% | +462.1% | +371.5% |
| 5Y | +169.5% | +110.3% | +59.2% | +20.6% |
| All | +4,921.3% | +466.5% | +4,454.8% | +1,134.1% |
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