-35.6%
FSLR vs EL
+22.5%
-58.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.9% |
| 7D | -12.0% | +2.7% | -14.6% | -12.5% |
| 30D | -7.7% | +10.8% | -18.5% | -9.9% |
| 3M | -24.0% | +26.5% | -50.5% | -28.1% |
| 6M | -24.4% | +31.1% | -55.6% | -29.4% |
| YTD | -34.0% | +6.6% | -40.7% | -39.7% |
| 1Y | -35.6% | +21.8% | -57.4% | -43.5% |
| All | -35.6% | +22.5% | -58.1% | -43.5% |
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