-100.0%
SOXS vs FSLR
+112.6%
-212.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -5.8% |
| 7D | -16.6% | +0.2% | -16.8% | -16.4% |
| 30D | -4.4% | -15.1% | +10.8% | -16.7% |
| 3M | -26.2% | -22.5% | -3.7% | -33.9% |
| 6M | -99.3% | +4.0% | -103.2% | -98.6% |
| YTD | -99.5% | -22.3% | -77.3% | -99.2% |
| 1Y | -99.8% | 0.0% | -99.8% | -99.5% |
| 3Y | -100.0% | +10.9% | -110.8% | -99.9% |
| 5Y | -100.0% | +105.4% | -205.4% | -100.0% |
| All | -100.0% | +112.6% | -212.6% | -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 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