+290.8%
EWY vs FSLR
+461.4%
-170.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.6% |
| 7D | +1.2% | -0.1% | +1.4% | +1.2% |
| 30D | +9.3% | -14.0% | +23.3% | +12.2% |
| 3M | +2.4% | -16.9% | +19.3% | +6.1% |
| 6M | +40.3% | +4.7% | +35.5% | +40.2% |
| YTD | +88.0% | -20.7% | +108.7% | +95.2% |
| 1Y | +143.8% | +1.7% | +142.2% | +142.2% |
| 3Y | +217.8% | +13.1% | +204.7% | +194.1% |
| 5Y | +142.7% | +108.4% | +34.3% | +90.2% |
| All | +290.8% | +461.4% | -170.6% | +132.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling