+36.9%
FSLR vs FICO
-24.3%
+61.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.8% |
| 7D | +15.3% | -0.9% | +16.3% | +15.4% |
| 30D | +11.7% | +3.3% | +8.3% | +11.5% |
| 3M | -17.6% | -31.7% | +14.1% | -16.5% |
| 6M | -7.7% | -34.0% | +26.2% | -7.4% |
| YTD | -23.0% | -58.3% | +35.3% | -17.2% |
| 1Y | -26.0% | -57.9% | +31.9% | -20.8% |
| 3Y | +36.9% | -24.1% | +60.9% | +29.2% |
| All | +36.9% | -24.3% | +61.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling