+3.7%
U vs FSLR
+1.0%
+2.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +17.5% | -13.7% | +31.1% | +22.9% |
| 3M | +38.7% | -35.1% | +73.8% | +57.2% |
| 6M | +104.4% | +3.6% | +100.8% | +98.1% |
| YTD | -5.7% | -21.7% | +16.1% | +0.1% |
| 1Y | +3.7% | +1.3% | +2.4% | -3.9% |
| All | +3.7% | +1.0% | +2.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling