+420.9%
FSLR vs EFX
+79.2%
+341.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -12.0% | -3.6% | -8.3% | -11.0% |
| 30D | -7.7% | +25.3% | -33.0% | -14.2% |
| 3M | -24.0% | +3.8% | -27.8% | -25.3% |
| 6M | -24.4% | +12.7% | -37.2% | -28.5% |
| YTD | -34.0% | -13.1% | -20.9% | -33.2% |
| 1Y | -35.6% | -9.3% | -26.3% | -35.8% |
| 3Y | +28.7% | +3.5% | +25.1% | +17.2% |
| 5Y | +55.3% | -30.6% | +86.0% | +59.3% |
| All | +420.9% | +79.2% | +341.7% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling