-23.8%
FSLR vs FRMI
-89.6%
+65.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +26.7% | -27.2% | -2.2% |
| 7D | -14.8% | +66.2% | -81.0% | -17.9% |
| 30D | -4.3% | -17.4% | +13.1% | -3.2% |
| 3M | -23.4% | -60.5% | +37.1% | -18.6% |
| 6M | -26.9% | -56.5% | +29.6% | -23.8% |
| YTD | -34.4% | -67.4% | +33.0% | -31.7% |
| 1Y | -33.2% | -85.1% | +51.9% | -26.9% |
| All | -23.8% | -89.6% | +65.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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