+27.4%
FISV vs FSLR
+429.3%
-401.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +1.4% | -14.8% | +16.2% | +3.0% |
| 30D | +38.4% | -4.3% | +42.7% | +39.0% |
| 3M | +14.9% | -23.4% | +38.3% | +17.8% |
| 6M | +21.8% | -26.9% | +48.7% | +24.7% |
| YTD | -5.0% | -34.4% | +29.3% | -2.4% |
| 1Y | -1.2% | -33.2% | +32.0% | +1.3% |
| 3Y | -47.5% | +28.1% | -75.6% | -53.3% |
| 5Y | -36.7% | +54.5% | -91.3% | -47.7% |
| All | +27.4% | +429.3% | -401.9% | -19.5% |
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