+726.4%
FSLR vs EQIX
+1,858.7%
-1,132.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -13.7% | -1.4% | -12.2% | -13.2% |
| 3M | -35.1% | -4.4% | -30.7% | -33.9% |
| 6M | +3.6% | +7.9% | -4.3% | -0.9% |
| YTD | -21.7% | +37.3% | -59.0% | -35.0% |
| 1Y | +1.3% | +37.8% | -36.5% | -16.2% |
| 3Y | +9.7% | +42.0% | -32.3% | -13.6% |
| 5Y | +117.4% | +29.6% | +87.7% | +74.9% |
| 10Y | +435.5% | +238.3% | +197.2% | +129.9% |
| All | +726.4% | +1,858.7% | -1,132.3% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling