+526.6%
FSLR vs EW
+228.1%
+298.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.3% |
| 7D | +15.3% | +11.0% | +4.3% | +11.4% |
| 30D | +11.7% | +19.1% | -7.4% | +5.2% |
| 3M | -17.6% | +14.4% | -32.0% | -21.5% |
| 6M | -7.7% | +22.8% | -30.5% | -14.5% |
| YTD | -23.0% | +19.8% | -42.8% | -28.3% |
| 1Y | -26.0% | +23.9% | -49.9% | -32.0% |
| 3Y | +36.9% | +52.2% | -15.4% | +10.1% |
| 5Y | +72.9% | -13.9% | +86.8% | +69.8% |
| All | +526.6% | +228.1% | +298.5% | +263.7% |
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 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