+74.9%
FSLR vs FIS
-71.2%
+146.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +2.9% |
| 7D | +15.3% | -25.5% | +40.8% | +17.7% |
| 30D | +11.7% | -15.1% | +26.7% | +12.2% |
| 3M | -17.6% | -32.1% | +14.5% | -15.1% |
| 6M | -7.7% | -36.1% | +28.3% | -4.5% |
| YTD | -23.0% | -55.4% | +32.4% | -15.4% |
| 1Y | -26.0% | -53.9% | +27.8% | -19.3% |
| 3Y | +36.9% | -39.8% | +76.6% | +41.6% |
| All | +74.9% | -71.2% | +146.0% | +113.2% |
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 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