-26.0%
FSLR vs USFD
+46.1%
-72.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +15.3% | +3.0% | +12.4% | +15.1% |
| 30D | +11.7% | +11.1% | +0.6% | +11.5% |
| 3M | -17.6% | -0.3% | -17.3% | -17.9% |
| 6M | -7.7% | +15.9% | -23.6% | -7.0% |
| YTD | -23.0% | +41.6% | -64.6% | -28.6% |
| 1Y | -26.0% | +49.4% | -75.4% | -33.2% |
| All | -26.0% | +46.1% | -72.2% | -33.2% |
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