+304.5%
FSLR vs USFD
+339.9%
-35.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +15.3% | +3.0% | +12.4% | +14.3% |
| 30D | +11.7% | +11.1% | +0.6% | +8.3% |
| 3M | -17.6% | -0.3% | -17.3% | -17.8% |
| 6M | -7.7% | +15.9% | -23.6% | -12.4% |
| YTD | -23.0% | +41.6% | -64.6% | -31.6% |
| 1Y | -26.0% | +49.4% | -75.4% | -35.4% |
| 3Y | +36.9% | +157.8% | -121.0% | +0.6% |
| 5Y | +72.9% | +176.6% | -103.7% | +22.3% |
| 10Y | +519.3% | +375.4% | +143.9% | +214.2% |
| All | +304.5% | +339.9% | -35.4% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling