+2,870.6%
SOXX vs FSLR
+745.6%
+2,125.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.2% |
| 7D | +3.0% | -0.1% | +3.2% | +3.0% |
| 30D | -3.1% | -14.0% | +10.9% | -0.1% |
| 3M | -4.4% | -16.9% | +12.5% | -0.4% |
| 6M | +52.9% | +4.7% | +48.1% | +51.4% |
| YTD | +72.0% | -20.7% | +92.7% | +79.3% |
| 1Y | +105.1% | +1.7% | +103.4% | +101.9% |
| 3Y | +220.6% | +13.1% | +207.5% | +191.2% |
| 5Y | +244.8% | +108.4% | +136.4% | +163.7% |
| 10Y | +1,537.1% | +458.0% | +1,079.2% | +857.4% |
| All | +2,870.6% | +745.6% | +2,125.0% | +1,404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling