+420.9%
FSLR vs EOG
+136.8%
+284.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.6% |
| 7D | -12.0% | +7.4% | -19.4% | -13.5% |
| 30D | -7.7% | +2.3% | -9.9% | -8.5% |
| 3M | -24.0% | +9.5% | -33.5% | -26.1% |
| 6M | -24.4% | +17.7% | -42.1% | -28.5% |
| YTD | -34.0% | +52.9% | -87.0% | -42.1% |
| 1Y | -35.6% | +47.7% | -83.3% | -43.0% |
| 3Y | +28.7% | +41.1% | -12.5% | +13.5% |
| 5Y | +55.3% | +108.2% | -52.9% | +19.1% |
| All | +420.9% | +136.8% | +284.0% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling