+108.4%
FSLR vs INVH
-21.2%
+129.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.7% |
| 7D | -0.1% | -3.1% | +3.0% | +0.9% |
| 30D | -14.0% | -7.5% | -6.5% | -11.9% |
| 3M | -16.9% | -6.3% | -10.6% | -15.4% |
| 6M | +4.7% | +9.4% | -4.7% | +0.7% |
| YTD | -20.7% | +1.4% | -22.1% | -21.6% |
| 1Y | +1.7% | -4.1% | +5.8% | +2.2% |
| 3Y | +13.1% | -9.2% | +22.3% | +12.6% |
| 5Y | +108.4% | -19.6% | +128.0% | +122.6% |
| All | +108.4% | -21.2% | +129.6% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling