-100.0%
SQQQ vs FSLR
+83.6%
-183.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.6% | -1.3% |
| 7D | -2.7% | +0.2% | -2.9% | -2.5% |
| 30D | +2.4% | -15.1% | +17.5% | -4.5% |
| 3M | -8.0% | -22.5% | +14.5% | -15.2% |
| 6M | -43.9% | +4.0% | -47.9% | -39.5% |
| YTD | -42.2% | -22.3% | -20.0% | -44.6% |
| 1Y | -51.8% | 0.0% | -51.8% | -47.1% |
| 3Y | -89.7% | +10.9% | -100.6% | -85.8% |
| 5Y | -94.7% | +105.4% | -200.1% | -87.8% |
| 10Y | -100.0% | +447.0% | -547.0% | -99.8% |
| All | -100.0% | +83.6% | -183.6% | -100.0% |
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 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