+178.5%
SOXL vs FSLR
+102.7%
+75.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +6.9% | +5.9% |
| 7D | +18.4% | +0.2% | +18.1% | +17.7% |
| 30D | -3.2% | -15.1% | +12.0% | +9.0% |
| 3M | -37.6% | -22.5% | -15.1% | -20.3% |
| 6M | +136.1% | +4.0% | +132.1% | +156.4% |
| YTD | +199.5% | -22.3% | +221.7% | +285.5% |
| 1Y | +363.2% | 0.0% | +363.2% | +404.7% |
| 3Y | +496.5% | +10.9% | +485.6% | +421.7% |
| All | +178.5% | +102.7% | +75.8% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling