+453.5%
FSLR vs EFX
+41.8%
+411.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -11.1% | +11.0% | +3.4% |
| 30D | -14.0% | -7.4% | -6.6% | -12.2% |
| 3M | -16.9% | +1.5% | -18.4% | -18.3% |
| 6M | +4.7% | -13.7% | +18.4% | +7.7% |
| YTD | -20.7% | -21.9% | +1.2% | -16.7% |
| 1Y | +1.7% | -30.8% | +32.4% | +11.0% |
| 3Y | +13.1% | -12.4% | +25.4% | +9.2% |
| 5Y | +108.4% | -35.9% | +144.3% | +119.3% |
| All | +453.5% | +41.8% | +411.7% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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