+71.4%
FSLR vs FN
+3,620.5%
-3,549.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -2.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | -13.7% | -22.0% | +8.3% | -9.0% |
| 3M | -35.1% | -43.0% | +7.9% | -26.0% |
| 6M | +3.6% | -27.7% | +31.4% | +8.8% |
| YTD | -21.7% | -10.5% | -11.2% | -23.8% |
| 1Y | +1.3% | +12.5% | -11.2% | -7.8% |
| 3Y | +9.7% | +153.8% | -144.1% | -25.5% |
| 5Y | +117.4% | +288.0% | -170.6% | +25.2% |
| 10Y | +435.5% | +906.4% | -470.9% | +124.9% |
| All | +71.4% | +3,620.5% | -3,549.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling