-29.4%
FSLR vs EQNR
+86.3%
-115.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.5% |
| 7D | +10.7% | -10.6% | +21.3% | +8.2% |
| 30D | +8.9% | -1.1% | +10.0% | +8.6% |
| 3M | -17.3% | +12.6% | -30.0% | -15.3% |
| 6M | -10.8% | +4.9% | -15.7% | -9.5% |
| YTD | -25.1% | +86.1% | -111.1% | -17.7% |
| 1Y | -29.4% | +87.5% | -116.9% | -20.7% |
| All | -29.4% | +86.3% | -115.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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