+391.1%
FSLR vs EQX
+232.0%
+159.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | -7.8% | +7.8% | -15.6% | -8.9% |
| 3M | -22.9% | +21.3% | -44.3% | -25.2% |
| 6M | +4.4% | -22.4% | +26.8% | +6.7% |
| YTD | -20.0% | -11.3% | -8.7% | -19.8% |
| 1Y | +2.8% | +13.5% | -10.7% | -0.1% |
| 3Y | +16.5% | +162.1% | -145.6% | -0.5% |
| 5Y | +110.3% | +84.2% | +26.1% | +81.5% |
| All | +391.1% | +232.0% | +159.1% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling