+1,537.1%
SOXX vs FSLR
+466.5%
+1,070.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.4% | +2.2% | -0.9% | +0.7% |
| 30D | -3.6% | -7.8% | +4.2% | -1.6% |
| 3M | -10.2% | -22.9% | +12.8% | -3.7% |
| 6M | +54.2% | +4.4% | +49.9% | +52.6% |
| YTD | +75.2% | -20.0% | +95.2% | +83.8% |
| 1Y | +107.5% | +2.8% | +104.7% | +102.8% |
| 3Y | +226.8% | +16.5% | +210.2% | +185.6% |
| 5Y | +251.2% | +110.3% | +141.0% | +141.8% |
| All | +1,537.1% | +466.5% | +1,070.6% | +734.2% |
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