+726.4%
FSLR vs FIS
+145.8%
+580.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | -13.7% | -2.2% | -11.4% | -12.9% |
| 3M | -35.1% | +2.1% | -37.2% | -36.5% |
| 6M | +3.6% | -14.7% | +18.3% | +8.4% |
| YTD | -21.7% | -35.7% | +14.0% | -7.2% |
| 1Y | +1.3% | -37.1% | +38.3% | +20.8% |
| 3Y | +9.7% | -20.0% | +29.7% | +12.6% |
| 5Y | +117.4% | -62.1% | +179.5% | +201.4% |
| 10Y | +435.5% | -37.4% | +472.9% | +382.1% |
| All | +726.4% | +145.8% | +580.6% | +168.1% |
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