+420.9%
FSLR vs FICO
+524.6%
-103.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -12.0% | +1.4% | -13.4% | -12.3% |
| 30D | -7.7% | -0.8% | -6.9% | -7.9% |
| 3M | -24.0% | -31.3% | +7.3% | -18.5% |
| 6M | -24.4% | -33.9% | +9.5% | -20.1% |
| YTD | -34.0% | -57.6% | +23.5% | -21.4% |
| 1Y | -35.6% | -59.7% | +24.1% | -21.9% |
| 3Y | +28.7% | -28.0% | +56.7% | +15.5% |
| 5Y | +55.3% | +91.0% | -35.6% | -13.7% |
| All | +420.9% | +524.6% | -103.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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