+420.9%
FSLR vs EW
+249.9%
+171.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -12.0% | +4.9% | -16.9% | -13.5% |
| 30D | -7.7% | +24.1% | -31.7% | -14.3% |
| 3M | -24.0% | +13.7% | -37.7% | -27.5% |
| 6M | -24.4% | +32.7% | -57.1% | -31.8% |
| YTD | -34.0% | +24.1% | -58.1% | -39.4% |
| 1Y | -35.6% | +23.6% | -59.2% | -40.7% |
| 3Y | +28.7% | +64.8% | -36.1% | +0.1% |
| 5Y | +55.3% | -8.8% | +64.1% | +49.3% |
| All | +420.9% | +249.9% | +171.0% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling