+674.5%
FSLR vs EMR
+558.9%
+115.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.2% | -8.0% |
| 7D | +5.3% | +2.1% | +3.1% | +3.2% |
| 30D | +7.8% | +4.8% | +3.0% | +3.7% |
| 3M | -23.4% | +7.5% | -30.8% | -28.0% |
| 6M | -12.9% | +20.9% | -33.7% | -25.1% |
| YTD | -26.7% | +29.2% | -55.8% | -41.3% |
| 1Y | -28.4% | +33.0% | -61.4% | -43.9% |
| 3Y | +44.6% | +109.8% | -65.2% | -23.9% |
| 5Y | +67.9% | +91.9% | -24.0% | -8.6% |
| 10Y | +496.9% | +301.5% | +195.4% | +45.7% |
| All | +674.5% | +558.9% | +115.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling