+453.5%
FSLR vs INDA
+83.0%
+370.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.7% |
| 7D | -0.1% | -3.6% | +3.5% | +2.2% |
| 30D | -14.0% | -4.0% | -10.1% | -11.9% |
| 3M | -16.9% | +1.7% | -18.6% | -17.6% |
| 6M | +4.7% | -3.6% | +8.4% | +7.2% |
| YTD | -20.7% | -11.0% | -9.7% | -14.9% |
| 1Y | +1.7% | -9.5% | +11.2% | +8.0% |
| 3Y | +13.1% | +7.6% | +5.4% | +8.6% |
| 5Y | +108.4% | +4.8% | +103.6% | +102.3% |
| All | +453.5% | +83.0% | +370.5% | +279.9% |
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