+56.8%
FSLR vs USFD
+207.9%
-151.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.4% | -0.2% | -8.3% | -8.5% |
| 30D | -0.9% | +12.3% | -13.2% | -4.4% |
| 3M | -26.1% | -0.7% | -25.4% | -26.1% |
| 6M | -23.6% | +31.3% | -54.9% | -30.6% |
| YTD | -31.8% | +45.7% | -77.5% | -41.2% |
| 1Y | -32.6% | +52.1% | -84.7% | -42.7% |
| 3Y | +33.0% | +158.2% | -125.2% | -10.0% |
| 5Y | +56.8% | +213.8% | -157.0% | -4.4% |
| All | +56.8% | +207.9% | -151.2% | -4.4% |
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