+293.6%
FSLR vs USFD
+340.6%
-47.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.4% |
| 7D | +10.7% | +3.9% | +6.7% | +9.4% |
| 30D | +8.9% | +10.7% | -1.8% | +5.7% |
| 3M | -17.3% | +6.3% | -23.7% | -19.0% |
| 6M | -10.8% | +16.2% | -27.0% | -15.3% |
| YTD | -25.1% | +41.9% | -66.9% | -33.5% |
| 1Y | -29.4% | +44.2% | -73.6% | -37.7% |
| 3Y | +28.8% | +159.8% | -130.9% | -5.5% |
| 5Y | +68.3% | +177.1% | -108.8% | +19.0% |
| 10Y | +502.7% | +376.2% | +126.6% | +205.6% |
| All | +293.6% | +340.6% | -47.0% | +104.0% |
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 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