+16.4%
FSLR vs USFR
+14.0%
+2.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.5% |
| 7D | +6.8% | +0.1% | +6.8% | +7.1% |
| 30D | -14.7% | +0.3% | -15.0% | -13.6% |
| 3M | -22.6% | +1.0% | -23.5% | -19.9% |
| 6M | +12.7% | +1.9% | +10.8% | +18.0% |
| YTD | -18.4% | +2.7% | -21.0% | -13.5% |
| 1Y | +4.9% | +4.0% | +0.9% | +13.9% |
| 3Y | +16.4% | +14.0% | +2.4% | +100.9% |
| All | +16.4% | +14.0% | +2.4% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling