-26.0%
FSLR vs EQIX
+29.1%
-55.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +3.9% |
| 7D | +10.3% | +4.6% | +5.7% | +9.4% |
| 30D | +10.4% | +3.0% | +7.4% | +9.6% |
| 3M | -20.2% | +0.7% | -20.9% | -20.5% |
| 6M | -8.0% | -1.7% | -6.2% | -8.6% |
| YTD | -25.5% | +39.7% | -65.2% | -27.0% |
| 1Y | -26.0% | +29.7% | -55.7% | -21.0% |
| All | -26.0% | +29.1% | -55.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 1y: compounded portfolio wealth divided by compounded EQIX 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…
1y analysis · Full analysis span regression · 6 months rolling