+28.7%
FSLR vs EQIX
+50.3%
-21.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -12.0% | +7.6% | -19.5% | -13.7% |
| 30D | -7.7% | +5.2% | -12.9% | -9.0% |
| 3M | -24.0% | +0.8% | -24.8% | -24.4% |
| 6M | -24.4% | +0.2% | -24.7% | -24.8% |
| YTD | -34.0% | +42.2% | -76.2% | -40.4% |
| 1Y | -35.6% | +34.7% | -70.3% | -40.8% |
| All | +28.7% | +50.3% | -21.6% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling