+36.9%
FSLR vs EMR
+85.7%
-48.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +15.3% | -1.6% | +16.9% | +16.2% |
| 30D | +11.7% | +2.0% | +9.7% | +10.4% |
| 3M | -17.6% | +3.8% | -21.4% | -19.5% |
| 6M | -7.7% | +10.5% | -18.3% | -13.0% |
| YTD | -23.0% | +23.7% | -46.7% | -32.6% |
| 1Y | -26.0% | +25.4% | -51.5% | -35.7% |
| 3Y | +36.9% | +86.6% | -49.7% | -9.9% |
| All | +36.9% | +85.7% | -48.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling