+113.9%
SOXX vs FSLR
+1.0%
+112.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.1% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.0% | -13.7% | +11.6% | +3.4% |
| 3M | -13.7% | -35.1% | +21.4% | +0.4% |
| 6M | +52.4% | +3.6% | +48.7% | +55.5% |
| YTD | +72.8% | -21.7% | +94.5% | +85.6% |
| 1Y | +113.9% | +1.3% | +112.6% | +121.3% |
| All | +113.9% | +1.0% | +112.9% | +121.3% |
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 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