-0.1%
FSLR vs FIGR
+5.9%
-6.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | +0.2% | +14.9% | -14.6% | -1.1% |
| 30D | -15.1% | +32.3% | -47.4% | -17.7% |
| 3M | -22.5% | +34.8% | -57.3% | -25.3% |
| 6M | +4.0% | +16.8% | -12.8% | +1.1% |
| YTD | -22.3% | -6.7% | -15.6% | -22.7% |
| All | -0.1% | +5.9% | -6.0% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling