+386.8%
FSLR vs EQX
+226.7%
+160.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.1% | +2.7% |
| 7D | -0.1% | -7.0% | +6.9% | +0.8% |
| 30D | -14.0% | +4.8% | -18.8% | -14.7% |
| 3M | -16.9% | +25.6% | -42.5% | -19.7% |
| 6M | +4.7% | -25.8% | +30.6% | +7.6% |
| YTD | -20.7% | -12.7% | -8.0% | -20.4% |
| 1Y | +1.7% | +14.1% | -12.4% | -1.3% |
| 3Y | +13.1% | +165.7% | -152.7% | -3.6% |
| 5Y | +108.4% | +81.2% | +27.2% | +80.3% |
| All | +386.8% | +226.7% | +160.1% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling