-18.6%
FIG vs FSLR
+3.9%
-22.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.4% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | -14.3% | -13.7% | -0.7% | -15.4% |
| 3M | +7.2% | -35.1% | +42.2% | +7.8% |
| 6M | -18.6% | +3.6% | -22.3% | -15.9% |
| All | -18.6% | +3.9% | -22.5% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling