+105.4%
FSLR vs EME
+544.7%
-439.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.3% | -3.6% |
| 7D | +0.2% | +2.7% | -2.5% | -1.0% |
| 30D | -15.1% | -6.8% | -8.3% | -12.5% |
| 3M | -22.5% | -8.8% | -13.7% | -19.7% |
| 6M | +4.0% | +5.0% | -1.0% | +0.9% |
| YTD | -22.3% | +23.5% | -45.7% | -30.7% |
| 1Y | 0.0% | +21.3% | -21.3% | -10.8% |
| 3Y | +10.9% | +241.1% | -230.2% | -44.5% |
| 5Y | +105.4% | +549.2% | -443.8% | -31.2% |
| All | +105.4% | +544.7% | -439.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling