+726.4%
FSLR vs FFIV
+985.4%
-259.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | -13.7% | -5.1% | -8.6% | -12.1% |
| 3M | -35.1% | -4.5% | -30.6% | -34.0% |
| 6M | +3.6% | +36.5% | -32.8% | -10.2% |
| YTD | -21.7% | +53.0% | -74.7% | -35.6% |
| 1Y | +1.3% | +24.2% | -22.9% | -9.8% |
| 3Y | +9.7% | +137.2% | -127.5% | -28.0% |
| 5Y | +117.4% | +91.8% | +25.6% | +52.3% |
| 10Y | +435.5% | +215.2% | +220.3% | +189.8% |
| All | +726.4% | +985.4% | -259.0% | +119.6% |
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