+116.4%
FSLR vs FIS
-62.1%
+178.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -13.7% | -2.2% | -11.4% | -13.5% |
| 3M | -35.1% | +2.1% | -37.2% | -35.4% |
| 6M | +3.6% | -14.7% | +18.3% | +5.3% |
| YTD | -21.7% | -35.7% | +14.0% | -16.7% |
| 1Y | +1.3% | -37.1% | +38.3% | +8.1% |
| 3Y | +9.7% | -20.0% | +29.7% | +11.7% |
| All | +116.4% | -62.1% | +178.5% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling