+4.9%
FSLR vs EIX
+15.0%
-10.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +4.2% |
| 7D | +6.8% | +0.9% | +5.9% | +6.7% |
| 30D | -14.7% | -13.5% | -1.2% | -14.4% |
| 3M | -22.6% | -15.3% | -7.3% | -23.1% |
| 6M | +12.7% | -15.3% | +28.0% | +11.7% |
| YTD | -18.4% | +2.7% | -21.1% | -20.8% |
| 1Y | +4.9% | +17.4% | -12.5% | +5.4% |
| All | +4.9% | +15.0% | -10.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling