+87.5%
U vs FSLR
+29.6%
+57.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.4% |
| 7D | +2.6% | -14.8% | +17.4% | +6.7% |
| 30D | +27.6% | -4.3% | +31.9% | +29.0% |
| 3M | +15.3% | -23.4% | +38.7% | +22.9% |
| 6M | +96.4% | -26.9% | +123.3% | +110.4% |
| YTD | +19.6% | -34.4% | +54.0% | +29.6% |
| 1Y | +42.1% | -33.2% | +75.3% | +53.1% |
| 3Y | +87.5% | +28.1% | +59.5% | +49.6% |
| All | +87.5% | +29.6% | +57.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling