-26.0%
FSLR vs INVH
+1.1%
-27.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +4.1% |
| 7D | +10.3% | +3.1% | +7.3% | +9.8% |
| 30D | +10.4% | +5.8% | +4.6% | +9.4% |
| 3M | -20.2% | -8.5% | -11.7% | -19.4% |
| 6M | -8.0% | -1.3% | -6.6% | -9.1% |
| YTD | -25.5% | +2.6% | -28.1% | -24.7% |
| 1Y | -26.0% | +0.7% | -26.7% | -26.4% |
| All | -26.0% | +1.1% | -27.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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