+28.1%
FSLR vs FFIV
+95.4%
-67.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | 0.0% |
| 7D | -14.8% | -0.5% | -14.2% | -14.7% |
| 30D | -4.3% | -32.4% | +28.1% | +3.3% |
| 3M | -23.4% | -25.7% | +2.3% | -19.2% |
| 6M | -26.9% | -13.5% | -13.4% | -25.6% |
| YTD | -34.4% | +21.1% | -55.5% | -38.6% |
| 1Y | -33.2% | +29.4% | -62.6% | -38.5% |
| 3Y | +28.1% | +94.9% | -66.8% | -9.8% |
| All | +28.1% | +95.4% | -67.3% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling