+1.3%
FSLR vs FITB
+23.7%
-22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -13.7% | -4.7% | -8.9% | -12.9% |
| 3M | -35.1% | +6.7% | -41.8% | -36.1% |
| 6M | +3.6% | +12.6% | -8.9% | +0.1% |
| YTD | -21.7% | +19.1% | -40.9% | -26.1% |
| 1Y | +1.3% | +22.6% | -21.4% | -5.2% |
| All | +1.3% | +23.7% | -22.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling