+250.8%
FSLR vs USFR
+28.6%
+222.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -12.0% | +0.1% | -12.0% | -12.0% |
| 30D | -7.7% | +0.4% | -8.0% | -7.8% |
| 3M | -24.0% | +1.0% | -25.1% | -24.4% |
| 6M | -24.4% | +2.0% | -26.5% | -25.2% |
| YTD | -34.0% | +3.4% | -37.5% | -35.2% |
| 1Y | -35.6% | +4.1% | -39.7% | -37.0% |
| 3Y | +28.7% | +14.4% | +14.3% | +19.9% |
| 5Y | +55.3% | +21.4% | +33.9% | +39.4% |
| 10Y | +437.4% | +28.5% | +408.9% | +367.1% |
| All | +250.8% | +28.6% | +222.3% | +189.1% |
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