+241.5%
SOXX vs FSLR
+106.4%
+135.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -4.4% | -16.9% | +12.5% | +0.4% |
| 6M | +52.9% | +4.7% | +48.1% | +51.7% |
| YTD | +72.0% | -20.7% | +92.7% | +80.6% |
| 1Y | +105.1% | +1.7% | +103.4% | +101.9% |
| 3Y | +220.6% | +13.1% | +207.5% | +184.9% |
| All | +241.5% | +106.4% | +135.2% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling