+453.5%
FSLR vs ELV
+278.2%
+175.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +1.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.3% |
| 30D | -14.0% | +7.2% | -21.2% | -15.2% |
| 3M | -16.9% | +3.4% | -20.3% | -17.8% |
| 6M | +4.7% | +48.6% | -43.9% | -4.2% |
| YTD | -20.7% | +20.6% | -41.3% | -24.6% |
| 1Y | +1.7% | +38.5% | -36.8% | -6.3% |
| 3Y | +13.1% | -2.4% | +15.5% | +9.8% |
| 5Y | +108.4% | +25.3% | +83.1% | +82.9% |
| All | +453.5% | +278.2% | +175.2% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling