+116.4%
FSLR vs USFD
+215.8%
-99.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -13.7% | +3.5% | -17.2% | -14.6% |
| 3M | -35.1% | +26.6% | -61.7% | -40.1% |
| 6M | +3.6% | +11.7% | -8.1% | -0.6% |
| YTD | -21.7% | +38.1% | -59.9% | -31.0% |
| 1Y | +1.3% | +33.4% | -32.1% | -9.8% |
| 3Y | +9.7% | +155.8% | -146.1% | -24.9% |
| All | +116.4% | +215.8% | -99.5% | +33.3% |
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