-32.6%
FSLR vs FIS
-52.2%
+19.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.7% | -8.3% | -0.3% |
| 7D | -8.4% | +1.5% | -9.9% | -8.1% |
| 30D | -0.9% | -11.8% | +10.9% | -2.3% |
| 3M | -26.1% | -28.5% | +2.5% | -30.5% |
| 6M | -23.6% | -27.0% | +3.4% | -27.4% |
| YTD | -31.8% | -53.1% | +21.3% | -32.7% |
| 1Y | -32.6% | -52.8% | +20.2% | -33.7% |
| All | -32.6% | -52.2% | +19.6% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling