+424.5%
FSLR vs FN
+900.0%
-475.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -2.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | -13.7% | -22.0% | +8.3% | -9.1% |
| 3M | -35.1% | -43.0% | +7.9% | -26.2% |
| 6M | +3.6% | -27.7% | +31.4% | +8.7% |
| YTD | -21.7% | -10.5% | -11.2% | -23.9% |
| 1Y | +1.3% | +12.5% | -11.2% | -7.8% |
| 3Y | +9.7% | +153.8% | -144.1% | -25.7% |
| 5Y | +117.4% | +288.0% | -170.6% | +24.0% |
| All | +424.5% | +900.0% | -475.5% | +140.7% |
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