-26.0%
FSLR vs FIGR
-41.8%
+15.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.5% | +4.2% |
| 7D | +10.3% | -1.3% | +11.7% | +10.5% |
| 30D | +10.4% | -17.6% | +28.0% | +12.5% |
| 3M | -20.2% | -16.7% | -3.4% | -19.0% |
| 6M | -8.0% | -36.1% | +28.1% | -4.9% |
| YTD | -25.5% | -43.6% | +18.1% | -22.7% |
| 1Y | -26.0% | -39.8% | +13.9% | -24.1% |
| All | -26.0% | -41.8% | +15.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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