+1.9%
FSLR vs FIGR
+1.6%
+0.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.4% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | -14.0% | +31.4% | -45.4% | -16.6% |
| 3M | -16.9% | +30.3% | -47.2% | -19.6% |
| 6M | +4.7% | -7.6% | +12.4% | +3.7% |
| YTD | -20.7% | -10.5% | -10.2% | -20.9% |
| All | +1.9% | +1.6% | +0.3% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling