-58.2%
FISV vs FSLR
+15.2%
-73.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.3% | -8.3% | -4.0% |
| 7D | -1.6% | +6.8% | -8.4% | -1.6% |
| 30D | -3.0% | -14.7% | +11.8% | -2.9% |
| 3M | -3.5% | -22.6% | +19.0% | -3.4% |
| 6M | -19.4% | +12.7% | -32.1% | -19.7% |
| YTD | -24.3% | -18.4% | -5.9% | -24.1% |
| 1Y | -62.4% | +4.9% | -67.3% | -62.7% |
| 3Y | -58.2% | +16.4% | -74.6% | -59.5% |
| All | -58.2% | +15.2% | -73.3% | -59.5% |
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 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