+726.4%
FSLR vs FICO
+2,160.9%
-1,434.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.7% | +15.3% | +5.5% |
| 7D | 0.0% | -19.2% | +19.2% | +8.4% |
| 30D | -13.7% | -14.6% | +0.9% | -9.0% |
| 3M | -35.1% | -20.1% | -15.0% | -31.6% |
| 6M | +3.6% | -36.3% | +40.0% | +16.6% |
| YTD | -21.7% | -44.9% | +23.1% | -7.6% |
| 1Y | +1.3% | -38.6% | +39.9% | +11.7% |
| 3Y | +9.7% | +4.0% | +5.7% | -13.7% |
| 5Y | +117.4% | +99.5% | +17.8% | +15.4% |
| 10Y | +435.5% | +604.7% | -169.2% | +29.9% |
| All | +726.4% | +2,160.9% | -1,434.5% | -30.0% |
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 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