+726.4%
FSLR vs ES
+419.8%
+306.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -13.7% | -2.0% | -11.7% | -12.8% |
| 3M | -35.1% | +1.7% | -36.8% | -36.1% |
| 6M | +3.6% | -3.5% | +7.2% | +4.5% |
| YTD | -21.7% | +7.9% | -29.6% | -25.8% |
| 1Y | +1.3% | +17.2% | -15.9% | -9.2% |
| 3Y | +9.7% | +29.3% | -19.6% | -9.6% |
| 5Y | +117.4% | -5.7% | +123.1% | +110.4% |
| 10Y | +435.5% | +85.2% | +350.3% | +185.3% |
| All | +726.4% | +419.8% | +306.6% | +62.2% |
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