-57.7%
FISV vs FSLR
+112.6%
-170.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.4% | -4.1% |
| 7D | -6.4% | +0.2% | -6.7% | -6.4% |
| 30D | -6.8% | -15.1% | +8.3% | -6.2% |
| 3M | -10.0% | -22.5% | +12.6% | -9.0% |
| 6M | -20.6% | +4.0% | -24.6% | -21.3% |
| YTD | -27.6% | -22.3% | -5.3% | -27.1% |
| 1Y | -64.3% | 0.0% | -64.4% | -64.8% |
| 3Y | -60.0% | +10.9% | -70.8% | -62.2% |
| 5Y | -57.7% | +105.4% | -163.1% | -65.3% |
| All | -57.7% | +112.6% | -170.3% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling