+466.4%
FSLR vs FN
+772.0%
-305.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.8% | -0.8% | -4.4% |
| 7D | -2.6% | -4.1% | +1.4% | -2.5% |
| 30D | +1.8% | -28.3% | +30.1% | +8.9% |
| 3M | -24.4% | -33.9% | +9.5% | -18.7% |
| 6M | -17.7% | -43.9% | +26.2% | -8.6% |
| YTD | -30.7% | -23.4% | -7.3% | -31.4% |
| 1Y | -33.6% | -25.4% | -8.2% | -34.0% |
| 3Y | +35.1% | +107.9% | -72.8% | -5.7% |
| 5Y | +63.1% | +195.1% | -132.0% | -2.0% |
| 10Y | +466.4% | +794.1% | -327.7% | +167.5% |
| All | +466.4% | +772.0% | -305.5% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling