+495.8%
FSLR vs FFIV
+126.1%
+369.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +15.3% | -8.1% | +23.5% | +18.9% |
| 30D | +11.7% | -33.4% | +45.1% | +28.4% |
| 3M | -17.6% | -24.7% | +7.1% | -10.2% |
| 6M | -7.7% | -8.8% | +1.1% | -7.0% |
| YTD | -23.0% | +21.8% | -44.8% | -31.9% |
| 1Y | -26.0% | +25.3% | -51.3% | -35.5% |
| 3Y | +36.9% | +101.2% | -64.3% | -7.6% |
| 5Y | +72.9% | +40.2% | +32.7% | +34.6% |
| All | +495.8% | +126.1% | +369.7% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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