+55.3%
FSLR vs EQIX
+51.6%
+3.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -12.0% | +7.6% | -19.5% | -14.6% |
| 30D | -7.7% | +5.2% | -12.9% | -9.7% |
| 3M | -24.0% | +0.8% | -24.8% | -24.5% |
| 6M | -24.4% | +0.2% | -24.7% | -25.0% |
| YTD | -34.0% | +42.2% | -76.2% | -43.8% |
| 1Y | -35.6% | +34.7% | -70.3% | -43.8% |
| 3Y | +28.7% | +49.0% | -20.3% | +3.2% |
| 5Y | +55.3% | +52.8% | +2.5% | +12.6% |
| All | +55.3% | +51.6% | +3.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling