-29.7%
FSLR vs USFD
+49.7%
-79.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -4.8% |
| 7D | +5.3% | +3.9% | +1.3% | +4.9% |
| 30D | +7.8% | +12.8% | -5.1% | +7.4% |
| 3M | -23.4% | +1.0% | -24.3% | -23.7% |
| 6M | -12.9% | +30.3% | -43.1% | -13.5% |
| YTD | -26.7% | +46.0% | -72.6% | -33.4% |
| All | -29.7% | +49.7% | -79.4% | -37.8% |
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