+36.9%
FSLR vs ES
+46.3%
-9.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.6% |
| 7D | +15.3% | +1.9% | +13.5% | +14.7% |
| 30D | +11.7% | +7.1% | +4.6% | +9.4% |
| 3M | -17.6% | -1.9% | -15.7% | -17.3% |
| 6M | -7.7% | +4.4% | -12.1% | -9.6% |
| YTD | -23.0% | +7.3% | -30.3% | -25.5% |
| 1Y | -26.0% | +2.1% | -28.2% | -27.8% |
| 3Y | +36.9% | +41.8% | -5.0% | +0.4% |
| All | +36.9% | +46.3% | -9.5% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling