+495.8%
FSLR vs FDS
+135.4%
+360.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.8% |
| 7D | +15.3% | -0.5% | +15.8% | +15.4% |
| 30D | +11.7% | +20.2% | -8.5% | +5.4% |
| 3M | -17.6% | +19.9% | -37.5% | -22.6% |
| 6M | -7.7% | +56.2% | -63.9% | -22.6% |
| YTD | -23.0% | +14.6% | -37.6% | -28.3% |
| 1Y | -26.0% | +31.6% | -57.6% | -35.6% |
| 3Y | +36.9% | -23.8% | +60.7% | +47.1% |
| 5Y | +72.9% | -22.6% | +95.5% | +81.5% |
| All | +495.8% | +135.4% | +360.4% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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