-80.9%
FIG vs FSLR
+12.9%
-93.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -2.8% |
| 7D | -14.5% | +0.2% | -14.7% | -14.5% |
| 30D | -13.3% | -15.1% | +1.8% | -11.9% |
| 3M | +7.4% | -22.5% | +30.0% | +10.3% |
| 6M | -27.8% | +4.0% | -31.7% | -30.1% |
| YTD | -41.1% | -22.3% | -18.9% | -39.3% |
| 1Y | -58.7% | 0.0% | -58.7% | -62.4% |
| All | -80.9% | +12.9% | -93.8% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling