+52.6%
FSLR vs FND
-63.9%
+116.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -14.8% | -6.8% | -8.0% | -13.0% |
| 30D | -4.3% | +8.0% | -12.3% | -6.9% |
| 3M | -23.4% | -18.9% | -4.5% | -18.8% |
| 6M | -26.9% | +4.7% | -31.6% | -28.9% |
| YTD | -34.4% | -21.6% | -12.8% | -31.4% |
| 1Y | -33.2% | -22.0% | -11.2% | -30.1% |
| 3Y | +28.1% | -40.4% | +68.5% | +40.8% |
| All | +52.6% | -63.9% | +116.5% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling