+101.3%
FSLR vs ROIV
+292.3%
-191.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.7% |
| 7D | -2.6% | +14.3% | -16.9% | -4.5% |
| 30D | +1.8% | +16.2% | -14.4% | -0.5% |
| 3M | -24.4% | +15.1% | -39.5% | -26.1% |
| 6M | -17.7% | +44.2% | -61.9% | -22.1% |
| YTD | -30.7% | +89.8% | -120.5% | -37.2% |
| 1Y | -33.6% | +94.6% | -128.2% | -40.1% |
| 3Y | +35.1% | +367.5% | -332.4% | +7.9% |
| 5Y | +63.1% | +421.4% | -358.3% | +16.0% |
| All | +101.3% | +292.3% | -191.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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