-33.2%
FSLR vs FICO
-59.4%
+26.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -14.8% | +2.2% | -17.0% | -14.5% |
| 30D | -4.3% | +0.1% | -4.4% | -4.0% |
| 3M | -23.4% | -35.2% | +11.8% | -27.7% |
| 6M | -26.9% | -32.4% | +5.4% | -29.5% |
| YTD | -34.4% | -57.4% | +23.0% | -37.5% |
| 1Y | -33.2% | -58.5% | +25.3% | -36.0% |
| All | -33.2% | -59.4% | +26.2% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling