+16.5%
FSLR vs EIX
-7.1%
+23.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | -7.8% | -19.3% | +11.5% | -3.7% |
| 3M | -22.9% | -21.7% | -1.2% | -19.4% |
| 6M | +4.4% | -19.8% | +24.2% | +7.9% |
| YTD | -20.0% | -3.0% | -16.9% | -23.9% |
| 1Y | +2.8% | +5.1% | -2.3% | -5.8% |
| 3Y | +16.5% | -7.0% | +23.5% | +1.4% |
| All | +16.5% | -7.1% | +23.7% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling