+447.0%
FSLR vs FTI
+297.7%
+149.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.7% |
| 7D | +0.2% | -2.3% | +2.6% | +0.8% |
| 30D | -15.1% | +5.0% | -20.2% | -16.1% |
| 3M | -22.5% | +13.8% | -36.4% | -25.2% |
| 6M | +4.0% | +22.9% | -18.9% | -1.7% |
| YTD | -22.3% | +75.0% | -97.2% | -32.5% |
| 1Y | 0.0% | +96.9% | -96.9% | -16.0% |
| 3Y | +10.9% | +276.7% | -265.9% | -22.5% |
| 5Y | +105.4% | +1,157.0% | -1,051.6% | +2.4% |
| 10Y | +447.0% | +310.7% | +136.3% | +239.3% |
| All | +447.0% | +297.7% | +149.3% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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