+52.6%
FSLR vs FIS
-71.2%
+123.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.9% |
| 7D | -14.8% | +2.8% | -17.6% | -15.0% |
| 30D | -4.3% | -16.7% | +12.4% | -3.5% |
| 3M | -23.4% | -32.3% | +8.9% | -20.9% |
| 6M | -26.9% | -29.1% | +2.1% | -25.2% |
| YTD | -34.4% | -54.1% | +19.7% | -28.1% |
| 1Y | -33.2% | -53.7% | +20.5% | -26.9% |
| 3Y | +28.1% | -38.8% | +66.9% | +32.5% |
| All | +52.6% | -71.2% | +123.8% | +87.4% |
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