+303.6%
FISV vs FSLR
+734.5%
-430.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.1% | -13.7% | +11.6% | -0.5% |
| 3M | -5.7% | -35.1% | +29.3% | -1.5% |
| 6M | -15.3% | +3.6% | -19.0% | -16.6% |
| YTD | -21.1% | -21.7% | +0.6% | -20.1% |
| 1Y | -61.1% | +1.3% | -62.4% | -62.0% |
| 3Y | -56.8% | +9.7% | -66.5% | -60.0% |
| 5Y | -54.2% | +117.4% | -171.5% | -62.3% |
| 10Y | +1.6% | +435.5% | -433.9% | -29.7% |
| All | +303.6% | +734.5% | -430.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling