+570.8%
FSLR vs INVH
+79.7%
+491.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +6.8% | -3.1% | +9.9% | +8.1% |
| 30D | -14.7% | -7.1% | -7.6% | -12.3% |
| 3M | -22.6% | -3.0% | -19.6% | -22.0% |
| 6M | +12.7% | +10.1% | +2.6% | +7.7% |
| YTD | -18.4% | +3.8% | -22.2% | -20.2% |
| 1Y | +4.9% | -2.1% | +7.0% | +4.7% |
| 3Y | +16.4% | -7.0% | +23.4% | +15.9% |
| 5Y | +123.5% | -20.6% | +144.0% | +135.1% |
| All | +570.8% | +79.7% | +491.1% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling