+557.5%
FSLR vs INVH
+75.4%
+482.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.2% | -3.0% | +5.2% | +3.4% |
| 30D | -7.8% | -7.5% | -0.3% | -5.1% |
| 3M | -22.9% | -5.5% | -17.4% | -21.5% |
| 6M | +4.4% | +11.7% | -7.3% | -0.9% |
| YTD | -20.0% | +1.3% | -21.3% | -21.1% |
| 1Y | +2.8% | -6.1% | +8.9% | +4.2% |
| 3Y | +16.5% | -9.8% | +26.3% | +17.4% |
| 5Y | +110.3% | -19.7% | +130.0% | +120.0% |
| All | +557.5% | +75.4% | +482.2% | +370.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling