+13.2%
FSLR vs EQIX
+43.4%
-30.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | +0.2% | +2.3% | -2.1% | -0.4% |
| 30D | -15.1% | +0.4% | -15.6% | -15.3% |
| 3M | -22.5% | -1.1% | -21.4% | -22.5% |
| 6M | +4.0% | +11.5% | -7.5% | +0.8% |
| YTD | -22.3% | +38.2% | -60.5% | -29.9% |
| 1Y | 0.0% | +36.7% | -36.6% | -9.5% |
| All | +13.2% | +43.4% | -30.1% | -4.3% |
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