+1,193.9%
FSLR vs FIVE
+826.1%
+367.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.7% |
| 7D | +10.7% | -1.7% | +12.4% | +11.1% |
| 30D | +8.9% | +14.9% | -6.1% | +5.0% |
| 3M | -17.3% | +7.6% | -25.0% | -19.2% |
| 6M | -10.8% | +6.4% | -17.2% | -13.1% |
| YTD | -25.1% | +28.1% | -53.1% | -30.7% |
| 1Y | -29.4% | +54.7% | -84.1% | -37.8% |
| 3Y | +28.8% | +36.1% | -7.2% | +10.4% |
| 5Y | +68.3% | +14.9% | +53.4% | +45.3% |
| 10Y | +502.7% | +578.8% | -76.1% | +209.0% |
| All | +1,193.9% | +826.1% | +367.7% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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