+657.9%
IVV vs FSLR
+721.0%
-63.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | 0.0% |
| 7D | -2.7% | +15.3% | -18.0% | -4.6% |
| 30D | -5.4% | +11.7% | -17.0% | -6.9% |
| 3M | -4.1% | -17.6% | +13.6% | -1.8% |
| 6M | +0.7% | -7.7% | +8.5% | +0.9% |
| YTD | +8.7% | -23.0% | +31.7% | +11.0% |
| 1Y | +11.0% | -26.0% | +37.0% | +13.7% |
| 3Y | +75.4% | +36.9% | +38.6% | +57.0% |
| 5Y | +68.3% | +72.9% | -4.6% | +40.6% |
| 10Y | +315.5% | +519.3% | -203.7% | +170.5% |
| All | +657.9% | +721.0% | -63.1% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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