+496.9%
FSLR vs EL
+63.1%
+433.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.6% | -5.6% |
| 7D | +5.3% | +8.0% | -2.8% | +2.6% |
| 30D | +7.8% | +15.4% | -7.7% | +2.6% |
| 3M | -23.4% | +28.5% | -51.9% | -29.9% |
| 6M | -12.9% | +32.2% | -45.1% | -21.5% |
| YTD | -26.7% | +9.2% | -35.8% | -31.0% |
| 1Y | -28.4% | +30.8% | -59.2% | -36.7% |
| 3Y | +44.6% | +3.7% | +40.9% | +29.1% |
| 5Y | +67.9% | -64.8% | +132.7% | +126.4% |
| 10Y | +496.9% | +60.0% | +436.9% | +304.0% |
| All | +496.9% | +63.1% | +433.9% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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