+713.0%
FSLR vs FITB
+140.1%
+572.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | +15.3% | -1.5% | +16.9% | +15.7% |
| 30D | +11.7% | +5.8% | +5.8% | +10.2% |
| 3M | -17.6% | -6.1% | -11.5% | -16.4% |
| 6M | -7.7% | +5.9% | -13.7% | -9.1% |
| YTD | -23.0% | +16.1% | -39.1% | -26.0% |
| 1Y | -26.0% | +28.8% | -54.9% | -30.6% |
| 3Y | +36.9% | +126.0% | -89.2% | +11.8% |
| 5Y | +72.9% | +45.3% | +27.6% | +52.8% |
| 10Y | +519.3% | +255.4% | +263.9% | +330.1% |
| All | +713.0% | +140.1% | +572.9% | +635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling