+123.5%
FSLR vs RMBS
+260.2%
-136.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.8% |
| 7D | +6.8% | +3.0% | +3.9% | +6.0% |
| 30D | -14.7% | -14.4% | -0.3% | -11.2% |
| 3M | -22.6% | -42.8% | +20.3% | -10.7% |
| 6M | +12.7% | -1.4% | +14.1% | +9.2% |
| YTD | -18.4% | -5.4% | -12.9% | -21.9% |
| 1Y | +4.9% | +18.6% | -13.6% | -8.0% |
| 3Y | +16.4% | +57.3% | -40.9% | -15.4% |
| 5Y | +123.5% | +265.7% | -142.2% | +7.7% |
| All | +123.5% | +260.2% | -136.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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