+447.0%
FSLR vs ECL
+149.7%
+297.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.6% | -3.8% |
| 7D | +0.2% | -2.7% | +3.0% | +1.6% |
| 30D | -15.1% | -4.3% | -10.9% | -13.4% |
| 3M | -22.5% | +3.2% | -25.8% | -23.8% |
| 6M | +4.0% | -2.9% | +6.9% | +4.9% |
| YTD | -22.3% | +4.3% | -26.5% | -24.1% |
| 1Y | 0.0% | +1.6% | -1.6% | -1.4% |
| 3Y | +10.9% | +54.3% | -43.4% | -11.2% |
| 5Y | +105.4% | +26.5% | +78.9% | +77.2% |
| 10Y | +447.0% | +155.6% | +291.4% | +186.7% |
| All | +447.0% | +149.7% | +297.3% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ECL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling