-100.0%
SQQQ vs FSLR
+466.5%
-566.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.1% |
| 7D | +1.8% | +2.2% | -0.4% | +3.0% |
| 30D | +4.2% | -7.8% | +12.0% | +0.2% |
| 3M | -3.3% | -22.9% | +19.6% | -12.9% |
| 6M | -43.6% | +4.4% | -48.0% | -38.5% |
| YTD | -41.9% | -20.0% | -21.9% | -44.0% |
| 1Y | -50.6% | +2.8% | -53.4% | -44.5% |
| 3Y | -89.3% | +16.5% | -105.8% | -84.1% |
| 5Y | -94.8% | +110.3% | -205.1% | -85.1% |
| All | -100.0% | +466.5% | -566.4% | -99.7% |
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