+418.1%
FSLR vs USFD
+359.9%
+58.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -14.8% | +1.7% | -16.5% | -15.2% |
| 30D | -4.3% | +10.2% | -14.5% | -7.0% |
| 3M | -23.4% | -1.5% | -21.9% | -23.3% |
| 6M | -26.9% | +27.3% | -54.3% | -32.4% |
| YTD | -34.4% | +44.0% | -78.4% | -42.0% |
| 1Y | -33.2% | +50.4% | -83.6% | -41.7% |
| 3Y | +28.1% | +153.6% | -125.5% | -5.2% |
| 5Y | +54.5% | +219.0% | -164.5% | +5.4% |
| All | +418.1% | +359.9% | +58.2% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling