-26.2%
FSLR vs EIX
+9.7%
-36.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.0% |
| 7D | +15.3% | +1.0% | +14.3% | +15.2% |
| 30D | +11.7% | +9.1% | +2.5% | +10.8% |
| 3M | -17.6% | -10.2% | -7.4% | -17.7% |
| 6M | -7.7% | -11.2% | +3.5% | -10.6% |
| YTD | -23.0% | +4.5% | -27.5% | -30.7% |
| All | -26.2% | +9.7% | -36.0% | -34.6% |
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 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