+726.4%
FSLR vs EL
+560.4%
+166.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.7% |
| 7D | 0.0% | +0.8% | -0.8% | -0.4% |
| 30D | -13.7% | +19.8% | -33.5% | -20.9% |
| 3M | -35.1% | +25.7% | -60.8% | -41.9% |
| 6M | +3.6% | +5.4% | -1.8% | -1.3% |
| YTD | -21.7% | +0.2% | -21.9% | -25.2% |
| 1Y | +1.3% | +20.4% | -19.2% | -12.0% |
| 3Y | +9.7% | -32.1% | +41.8% | +13.6% |
| 5Y | +117.4% | -67.2% | +184.5% | +215.3% |
| 10Y | +435.5% | +31.7% | +403.7% | +215.3% |
| All | +726.4% | +560.4% | +166.0% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling