+4.9%
FSLR vs EL
+15.2%
-10.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.7% |
| 7D | +6.8% | +1.7% | +5.1% | +6.4% |
| 30D | -14.7% | +15.5% | -30.2% | -17.3% |
| 3M | -22.6% | +20.6% | -43.1% | -25.5% |
| 6M | +12.7% | +10.5% | +2.2% | +8.5% |
| YTD | -18.4% | -1.9% | -16.5% | -20.9% |
| 1Y | +4.9% | +16.1% | -11.1% | -0.2% |
| All | +4.9% | +15.2% | -10.2% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling