+123.5%
FSLR vs FITB
+71.1%
+52.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +6.8% | +2.8% | +4.0% | +5.9% |
| 30D | -14.7% | -4.5% | -10.2% | -13.6% |
| 3M | -22.6% | +5.7% | -28.2% | -24.0% |
| 6M | +12.7% | +17.1% | -4.4% | +6.9% |
| YTD | -18.4% | +18.3% | -36.7% | -23.2% |
| 1Y | +4.9% | +23.9% | -19.0% | -2.9% |
| 3Y | +16.4% | +131.1% | -114.7% | -13.9% |
| 5Y | +123.5% | +71.1% | +52.4% | +57.9% |
| All | +123.5% | +71.1% | +52.3% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling