+2.0%
FISV vs FSLR
+466.5%
-464.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.3% |
| 7D | -2.7% | +2.2% | -4.9% | -2.9% |
| 30D | 0.0% | -7.8% | +7.9% | +0.8% |
| 3M | -2.8% | -22.9% | +20.1% | -0.5% |
| 6M | -11.8% | +4.4% | -16.2% | -13.1% |
| YTD | -23.2% | -20.0% | -3.2% | -22.5% |
| 1Y | -62.0% | +2.8% | -64.8% | -62.9% |
| 3Y | -57.6% | +16.5% | -74.1% | -61.2% |
| 5Y | -53.4% | +110.3% | -163.7% | -62.8% |
| All | +2.0% | +466.5% | -464.5% | -36.3% |
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