+438.4%
FSLR vs INDA
+116.0%
+322.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -8.4% | +3.1% | -11.5% | -10.3% |
| 30D | -0.9% | +11.3% | -12.2% | -7.4% |
| 3M | -26.1% | +3.0% | -29.1% | -27.4% |
| 6M | -23.6% | +6.5% | -30.2% | -26.3% |
| YTD | -31.8% | -4.6% | -27.3% | -29.9% |
| 1Y | -32.6% | -5.8% | -26.8% | -30.0% |
| 3Y | +33.0% | +16.8% | +16.2% | +21.4% |
| 5Y | +56.8% | +10.4% | +46.4% | +47.3% |
| All | +438.4% | +116.0% | +322.4% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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