-49.4%
FISV vs FSLR
+30.3%
-79.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.7% |
| 7D | -2.0% | -12.0% | +10.0% | -1.9% |
| 30D | +31.8% | -7.7% | +39.5% | +31.8% |
| 3M | +19.3% | -24.0% | +43.3% | +19.2% |
| 6M | +12.1% | -24.4% | +36.5% | +12.0% |
| YTD | -8.4% | -34.0% | +25.6% | -8.3% |
| 1Y | -4.5% | -35.6% | +31.1% | -4.3% |
| All | -49.4% | +30.3% | -79.7% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling