-83.6%
FIG vs FSLR
-4.2%
-79.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +2.6% | -12.0% | +14.6% | +4.0% |
| 30D | -13.1% | -7.7% | -5.4% | -12.4% |
| 3M | -20.3% | -24.0% | +3.7% | -18.2% |
| 6M | -2.1% | -24.4% | +22.3% | -0.4% |
| YTD | -49.4% | -34.0% | -15.3% | -47.0% |
| 1Y | -57.0% | -35.6% | -21.4% | -54.6% |
| All | -83.6% | -4.2% | -79.4% | -85.7% |
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