+447.0%
FSLR vs USFR
+28.0%
+419.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +0.2% | +0.1% | +0.2% | +0.3% |
| 30D | -15.1% | +0.3% | -15.4% | -15.0% |
| 3M | -22.5% | +1.0% | -23.5% | -22.2% |
| 6M | +4.0% | +1.9% | +2.0% | +4.8% |
| YTD | -22.3% | +2.7% | -24.9% | -21.5% |
| 1Y | 0.0% | +4.0% | -4.0% | +1.4% |
| 3Y | +10.9% | +14.0% | -3.2% | +17.4% |
| 5Y | +105.4% | +20.4% | +85.0% | +117.7% |
| 10Y | +447.0% | +28.0% | +419.0% | +531.8% |
| All | +447.0% | +28.0% | +419.0% | +531.8% |
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