+52.6%
FSLR vs USFD
+215.4%
-162.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 3M | -23.4% | -1.5% | -21.9% | -23.3% |
| 6M | -26.9% | +27.3% | -54.3% | -32.9% |
| YTD | -34.4% | +44.0% | -78.4% | -43.1% |
| 1Y | -33.2% | +50.4% | -83.6% | -43.0% |
| 3Y | +28.1% | +153.6% | -125.5% | -12.7% |
| All | +52.6% | +215.4% | -162.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling