+16.4%
FSLR vs FND
-49.6%
+66.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +5.7% |
| 7D | +6.8% | +0.4% | +6.4% | +6.6% |
| 30D | -14.7% | -23.6% | +8.8% | -7.7% |
| 3M | -22.6% | +4.3% | -26.9% | -24.5% |
| 6M | +12.7% | -20.3% | +33.0% | +18.6% |
| YTD | -18.4% | -21.3% | +2.9% | -14.6% |
| 1Y | +4.9% | -45.4% | +50.3% | +23.6% |
| 3Y | +16.4% | -48.9% | +65.3% | +31.7% |
| All | +16.4% | -49.6% | +66.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling