-0.3%
FSLR vs INDA
-8.3%
+7.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.1% |
| 7D | +0.2% | -2.6% | +2.8% | +2.2% |
| 30D | -15.1% | -2.9% | -12.2% | -13.2% |
| 3M | -22.5% | +2.4% | -24.9% | -23.4% |
| 6M | +4.0% | -2.6% | +6.6% | +3.9% |
| YTD | -22.3% | -10.0% | -12.3% | -18.5% |
| All | -0.3% | -8.3% | +7.9% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling