-100.0%
SOXS vs FSLR
+466.5%
-566.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -4.8% |
| 7D | -4.7% | +2.2% | -7.0% | -2.9% |
| 30D | +7.7% | -7.8% | +15.6% | +0.7% |
| 3M | -10.2% | -22.9% | +12.8% | -22.2% |
| 6M | -99.2% | +4.4% | -103.6% | -98.4% |
| YTD | -99.5% | -20.0% | -79.5% | -99.2% |
| 1Y | -99.8% | +2.8% | -102.6% | -99.5% |
| 3Y | -100.0% | +16.5% | -116.5% | -99.9% |
| 5Y | -100.0% | +110.3% | -210.3% | -100.0% |
| All | -100.0% | +466.5% | -566.5% | -100.0% |
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