+4.9%
FSLR vs FIS
-40.6%
+45.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +3.0% |
| 7D | +6.8% | -3.5% | +10.3% | +6.0% |
| 30D | -14.7% | -7.8% | -6.9% | -16.1% |
| 3M | -22.6% | +0.8% | -23.4% | -21.9% |
| 6M | +12.7% | -21.9% | +34.6% | +9.1% |
| YTD | -18.4% | -39.5% | +21.1% | -18.2% |
| 1Y | +4.9% | -41.0% | +45.9% | +5.2% |
| All | +4.9% | -40.6% | +45.5% | +5.2% |
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 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