+105.4%
FSLR vs INDA
+5.9%
+99.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.1% |
| 7D | +0.2% | -2.6% | +2.8% | +2.4% |
| 30D | -15.1% | -2.9% | -12.2% | -13.1% |
| 3M | -22.5% | +2.4% | -24.9% | -23.8% |
| 6M | +4.0% | -2.6% | +6.6% | +6.1% |
| YTD | -22.3% | -10.0% | -12.3% | -15.7% |
| 1Y | 0.0% | -7.7% | +7.7% | +6.2% |
| 3Y | +10.9% | +8.9% | +2.0% | +3.1% |
| 5Y | +105.4% | +6.0% | +99.4% | +88.6% |
| All | +105.4% | +5.9% | +99.5% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling