+1.3%
FSLR vs EW
+11.0%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -13.7% | +1.0% | -14.7% | -13.7% |
| 3M | -35.1% | +2.8% | -37.9% | -35.3% |
| 6M | +3.6% | +5.5% | -1.9% | +3.2% |
| YTD | -21.7% | +5.5% | -27.2% | -22.1% |
| 1Y | +1.3% | +11.0% | -9.8% | +3.3% |
| All | +1.3% | +11.0% | -9.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling