+496.9%
FSLR vs FIS
-54.6%
+551.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.4% | -4.5% |
| 7D | +5.3% | -29.4% | +34.7% | +11.8% |
| 30D | +7.8% | -16.7% | +24.5% | +10.1% |
| 3M | -23.4% | -33.0% | +9.6% | -17.9% |
| 6M | -12.9% | -33.3% | +20.4% | -7.1% |
| YTD | -26.7% | -56.0% | +29.3% | -13.5% |
| 1Y | -28.4% | -54.6% | +26.2% | -16.3% |
| 3Y | +44.6% | -40.6% | +85.2% | +53.9% |
| 5Y | +67.9% | -71.9% | +139.9% | +119.1% |
| 10Y | +496.9% | -55.3% | +552.2% | +549.9% |
| All | +496.9% | -54.6% | +551.5% | +549.9% |
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