+186.3%
FSLR vs EQH
+234.7%
-48.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | -7.8% | +2.8% | -10.7% | -8.9% |
| 3M | -22.9% | +23.1% | -46.0% | -29.2% |
| 6M | +4.4% | +41.4% | -37.0% | -9.9% |
| YTD | -20.0% | +14.3% | -34.2% | -25.3% |
| 1Y | +2.8% | +1.6% | +1.2% | +0.1% |
| 3Y | +16.5% | +102.7% | -86.2% | -17.8% |
| 5Y | +110.3% | +104.5% | +5.7% | +44.2% |
| All | +186.3% | +234.7% | -48.4% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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