-94.7%
SQQQ vs FSLR
+106.8%
-201.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +4.2% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +4.6% | -14.0% | +18.6% | -2.1% |
| 3M | -10.4% | -16.9% | +6.5% | -15.1% |
| 6M | -42.1% | +4.7% | -46.8% | -37.5% |
| YTD | -40.3% | -20.7% | -19.6% | -42.4% |
| 1Y | -50.2% | +1.7% | -51.8% | -45.0% |
| 3Y | -89.4% | +13.1% | -102.5% | -84.8% |
| 5Y | -94.7% | +108.4% | -203.1% | -81.3% |
| All | -94.7% | +106.8% | -201.4% | -81.3% |
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