-56.3%
FIG vs FSLR
-29.8%
-26.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.9% | +3.3% |
| 7D | -12.6% | +5.3% | -17.9% | -12.8% |
| 30D | -13.8% | +7.8% | -21.5% | -14.0% |
| 3M | -16.7% | -23.4% | +6.7% | -17.0% |
| 6M | -6.1% | -12.9% | +6.8% | -5.8% |
| YTD | -48.1% | -26.7% | -21.4% | -46.5% |
| All | -56.3% | -29.8% | -26.5% | -53.7% |
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 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