-26.0%
FSLR vs USFD
+49.6%
-75.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.5% | -3.8% | +4.3% |
| 7D | +10.3% | +7.8% | +2.5% | +9.9% |
| 30D | +10.4% | +16.2% | -5.8% | +10.0% |
| 3M | -20.2% | +11.0% | -31.2% | -20.3% |
| 6M | -8.0% | +20.7% | -28.7% | -7.7% |
| YTD | -25.5% | +46.0% | -71.5% | -31.6% |
| 1Y | -26.0% | +49.8% | -75.7% | -33.0% |
| All | -26.0% | +49.6% | -75.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling