+220.8%
SOXX vs FSLR
+11.8%
+208.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.3% |
| 7D | +3.0% | -0.1% | +3.2% | +3.0% |
| 30D | -3.1% | -14.0% | +10.9% | +0.5% |
| 3M | -4.4% | -16.9% | +12.5% | +0.3% |
| 6M | +52.9% | +4.7% | +48.1% | +52.5% |
| YTD | +72.0% | -20.7% | +92.7% | +80.4% |
| 1Y | +105.1% | +1.7% | +103.4% | +103.2% |
| All | +220.8% | +11.8% | +208.9% | +185.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling