+691.3%
FSLR vs ES
+432.4%
+258.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.4% |
| 7D | +10.7% | +5.9% | +4.7% | +7.4% |
| 30D | +8.9% | +10.2% | -1.3% | +3.3% |
| 3M | -17.3% | +0.4% | -17.7% | -17.6% |
| 6M | -10.8% | +6.9% | -17.6% | -14.7% |
| YTD | -25.1% | +10.5% | -35.6% | -29.8% |
| 1Y | -29.4% | +3.2% | -32.6% | -32.0% |
| 3Y | +28.8% | +49.0% | -20.2% | -1.6% |
| 5Y | +68.3% | +4.5% | +63.8% | +54.3% |
| 10Y | +502.7% | +92.3% | +410.4% | +214.1% |
| All | +691.3% | +432.4% | +258.9% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling