+455.6%
FSLR vs USFR
+28.5%
+427.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -0.9% | +0.4% | -1.3% | -0.7% |
| 3M | -26.1% | +1.1% | -27.1% | -25.7% |
| 6M | -23.6% | +2.1% | -25.7% | -23.0% |
| YTD | -31.8% | +3.4% | -35.3% | -31.1% |
| 1Y | -32.6% | +4.1% | -36.7% | -31.8% |
| 3Y | +33.0% | +14.4% | +18.6% | +39.1% |
| 5Y | +56.8% | +21.4% | +35.3% | +62.9% |
| 10Y | +455.6% | +28.5% | +427.0% | +488.2% |
| All | +455.6% | +28.5% | +427.0% | +488.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling