+526.6%
FSLR vs EIX
+29.3%
+497.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.5% |
| 7D | +15.3% | +1.0% | +14.3% | +15.0% |
| 30D | +11.7% | +9.1% | +2.5% | +8.8% |
| 3M | -17.6% | -10.2% | -7.4% | -16.2% |
| 6M | -7.7% | -11.2% | +3.5% | -6.7% |
| YTD | -23.0% | +4.5% | -27.5% | -26.4% |
| 1Y | -26.0% | +10.9% | -36.9% | -30.7% |
| 3Y | +36.9% | +8.4% | +28.4% | +27.6% |
| 5Y | +72.9% | +18.0% | +55.0% | +56.4% |
| All | +526.6% | +29.3% | +497.3% | +370.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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