-100.0%
SOXS vs FSLR
+92.6%
-192.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -1.8% |
| 7D | -15.6% | +6.8% | -22.4% | -11.5% |
| 30D | +4.8% | -14.7% | +19.5% | -6.2% |
| 3M | -21.6% | -22.6% | +0.9% | -28.3% |
| 6M | -99.3% | +12.7% | -112.0% | -98.7% |
| YTD | -99.5% | -18.4% | -81.2% | -99.2% |
| 1Y | -99.8% | +4.9% | -104.7% | -99.5% |
| 3Y | -100.0% | +16.4% | -116.4% | -99.9% |
| 5Y | -100.0% | +123.5% | -223.5% | -100.0% |
| 10Y | -100.0% | +454.3% | -554.3% | -100.0% |
| All | -100.0% | +92.6% | -192.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling