-26.0%
FSLR vs EW
+19.7%
-45.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +3.9% |
| 7D | +10.3% | +8.3% | +2.1% | +9.0% |
| 30D | +10.4% | +13.9% | -3.5% | +8.3% |
| 3M | -20.2% | +10.9% | -31.1% | -21.3% |
| 6M | -8.0% | +19.2% | -27.2% | -10.5% |
| YTD | -25.5% | +16.6% | -42.1% | -26.1% |
| 1Y | -26.0% | +18.1% | -44.0% | -26.7% |
| All | -26.0% | +19.7% | -45.6% | -26.7% |
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