+454.3%
FSLR vs FIS
-40.5%
+494.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +5.7% |
| 7D | +6.8% | -3.5% | +10.3% | +7.6% |
| 30D | -14.7% | -7.8% | -6.9% | -13.2% |
| 3M | -22.6% | +0.8% | -23.4% | -23.3% |
| 6M | +12.7% | -21.9% | +34.6% | +18.2% |
| YTD | -18.4% | -39.5% | +21.1% | -8.6% |
| 1Y | +4.9% | -41.0% | +45.9% | +18.1% |
| 3Y | +16.4% | -23.6% | +40.0% | +19.8% |
| 5Y | +123.5% | -65.6% | +189.1% | +189.4% |
| 10Y | +454.3% | -40.2% | +494.5% | +456.2% |
| All | +454.3% | -40.5% | +494.8% | +456.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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