+52.5%
SOXX vs FSLR
-24.3%
+76.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.6% | -7.8% | -4.9% |
| 7D | -13.7% | +10.3% | -24.0% | -17.1% |
| 30D | -23.6% | +10.4% | -34.0% | -26.6% |
| 3M | -16.9% | -20.2% | +3.3% | -9.6% |
| 6M | -2.4% | -8.0% | +5.6% | +3.5% |
| YTD | +49.8% | -25.5% | +75.4% | +63.5% |
| 1Y | +52.5% | -26.0% | +78.5% | +65.4% |
| All | +52.5% | -24.3% | +76.8% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling