+713.0%
FSLR vs FDS
+667.9%
+45.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +4.6% |
| 7D | +15.3% | -0.5% | +15.8% | +15.5% |
| 30D | +11.7% | +20.2% | -8.5% | +1.2% |
| 3M | -17.6% | +19.9% | -37.5% | -26.0% |
| 6M | -7.7% | +56.2% | -63.9% | -31.0% |
| YTD | -23.0% | +14.6% | -37.6% | -33.8% |
| 1Y | -26.0% | +31.6% | -57.6% | -42.0% |
| 3Y | +36.9% | -23.8% | +60.7% | +41.1% |
| 5Y | +72.9% | -22.6% | +95.5% | +73.2% |
| 10Y | +519.3% | +139.3% | +379.9% | +172.0% |
| All | +713.0% | +667.9% | +45.2% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling