+447.0%
FSLR vs IT
+88.4%
+358.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.3% |
| 7D | +0.2% | -9.1% | +9.4% | +2.5% |
| 30D | -15.1% | -12.2% | -3.0% | -12.6% |
| 3M | -22.5% | +7.8% | -30.3% | -25.5% |
| 6M | +4.0% | +2.0% | +2.0% | +0.2% |
| YTD | -22.3% | -32.7% | +10.5% | -15.6% |
| 1Y | 0.0% | -31.1% | +31.1% | +6.7% |
| 3Y | +10.9% | -52.1% | +62.9% | +27.8% |
| 5Y | +105.4% | -46.3% | +151.7% | +120.3% |
| 10Y | +447.0% | +91.4% | +355.6% | +366.7% |
| All | +447.0% | +88.4% | +358.6% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling