+1,566.8%
TER vs FSLR
+721.0%
+845.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | +1.8% |
| 7D | -20.5% | +15.3% | -35.8% | -23.7% |
| 30D | -47.0% | +11.7% | -58.7% | -48.7% |
| 3M | -43.3% | -17.6% | -25.7% | -40.7% |
| 6M | -42.9% | -7.7% | -35.2% | -41.8% |
| YTD | +12.9% | -23.0% | +35.9% | +20.1% |
| 1Y | +18.2% | -26.0% | +44.2% | +27.1% |
| 3Y | +151.8% | +36.9% | +114.9% | +115.7% |
| 5Y | +54.2% | +72.9% | -18.7% | +18.4% |
| 10Y | +908.2% | +519.3% | +388.9% | +419.1% |
| All | +1,566.8% | +721.0% | +845.8% | +753.0% |
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