+316.3%
FSLR vs USFR
+27.5%
+288.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -13.7% | +0.3% | -14.0% | -13.8% |
| 3M | -35.1% | +1.0% | -36.1% | -35.4% |
| 6M | +3.6% | +1.9% | +1.7% | +2.6% |
| YTD | -21.7% | +2.6% | -24.3% | -22.8% |
| 1Y | +1.3% | +4.0% | -2.7% | -0.9% |
| 3Y | +9.7% | +14.1% | -4.4% | +2.3% |
| 5Y | +117.4% | +20.4% | +96.9% | +95.9% |
| 10Y | +435.5% | +28.0% | +407.5% | +365.8% |
| All | +316.3% | +27.5% | +288.8% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling