+453.5%
FSLR vs FITB
+288.7%
+164.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | -14.0% | -5.5% | -8.5% | -12.3% |
| 3M | -16.9% | +4.1% | -21.0% | -18.2% |
| 6M | +4.7% | +18.7% | -14.0% | -1.9% |
| YTD | -20.7% | +18.2% | -38.9% | -26.0% |
| 1Y | +1.7% | +23.7% | -22.0% | -6.8% |
| 3Y | +13.1% | +130.8% | -117.7% | -18.9% |
| 5Y | +108.4% | +69.8% | +38.6% | +59.5% |
| All | +453.5% | +288.7% | +164.8% | +167.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling