+28.1%
FSLR vs FIS
-38.7%
+66.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.6% |
| 7D | -14.8% | +2.8% | -17.6% | -14.8% |
| 30D | -4.3% | -16.7% | +12.4% | -4.6% |
| 3M | -23.4% | -32.3% | +8.9% | -22.6% |
| 6M | -26.9% | -29.1% | +2.1% | -26.5% |
| YTD | -34.4% | -54.1% | +19.7% | -27.8% |
| 1Y | -33.2% | -53.7% | +20.5% | -26.6% |
| 3Y | +28.1% | -38.8% | +66.9% | -6.6% |
| All | +28.1% | -38.7% | +66.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling