+596.4%
FSLR vs FFIV
+782.9%
-186.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.0% |
| 7D | -12.0% | +1.9% | -13.9% | -12.7% |
| 30D | -7.7% | -33.3% | +25.6% | +7.2% |
| 3M | -24.0% | -24.9% | +0.9% | -16.4% |
| 6M | -24.4% | -10.5% | -13.9% | -23.0% |
| YTD | -34.0% | +24.4% | -58.5% | -42.1% |
| 1Y | -35.6% | +32.3% | -67.8% | -45.0% |
| 3Y | +28.7% | +99.7% | -71.1% | -11.2% |
| 5Y | +55.3% | +38.4% | +16.9% | +22.8% |
| 10Y | +437.4% | +125.0% | +312.4% | +229.4% |
| All | +596.4% | +782.9% | -186.5% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling