+466.4%
FSLR vs ES
+87.3%
+379.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | +1.8% | +5.9% | -4.1% | -0.1% |
| 3M | -24.4% | -1.0% | -23.4% | -24.2% |
| 6M | -17.7% | +7.2% | -24.9% | -20.0% |
| YTD | -30.7% | +7.0% | -37.7% | -32.7% |
| 1Y | -33.6% | +0.5% | -34.1% | -34.5% |
| 3Y | +35.1% | +48.7% | -13.5% | +15.4% |
| 5Y | +63.1% | +1.9% | +61.1% | +55.9% |
| 10Y | +466.4% | +89.2% | +377.3% | +315.9% |
| All | +466.4% | +87.3% | +379.1% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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