+713.0%
FSLR vs FIS
+70.5%
+642.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +3.7% |
| 7D | +15.3% | -25.5% | +40.8% | +27.6% |
| 30D | +11.7% | -15.1% | +26.7% | +16.1% |
| 3M | -17.6% | -32.1% | +14.5% | -5.7% |
| 6M | -7.7% | -36.1% | +28.3% | +6.6% |
| YTD | -23.0% | -55.4% | +32.4% | +3.7% |
| 1Y | -26.0% | -53.9% | +27.8% | -2.0% |
| 3Y | +36.9% | -39.8% | +76.6% | +52.8% |
| 5Y | +72.9% | -71.1% | +144.0% | +159.4% |
| 10Y | +519.3% | -53.8% | +573.1% | +507.6% |
| All | +713.0% | +70.5% | +642.5% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling