+691.3%
FSLR vs FICO
+1,615.6%
-924.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +10.7% | -0.3% | +10.9% | +10.7% |
| 30D | +8.9% | +1.7% | +7.2% | +6.8% |
| 3M | -17.3% | -35.2% | +17.9% | -6.7% |
| 6M | -10.8% | -33.7% | +22.9% | -3.8% |
| YTD | -25.1% | -58.2% | +33.1% | -5.3% |
| 1Y | -29.4% | -56.6% | +27.2% | -12.7% |
| 3Y | +28.8% | -24.0% | +52.8% | +11.2% |
| 5Y | +68.3% | +86.1% | -17.8% | -14.0% |
| 10Y | +502.7% | +522.8% | -20.1% | +44.0% |
| All | +691.3% | +1,615.6% | -924.3% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling