+4.9%
FSLR vs EW
+7.6%
-2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +4.6% |
| 7D | +6.8% | -4.4% | +11.2% | +7.2% |
| 30D | -14.7% | -3.3% | -11.4% | -14.5% |
| 3M | -22.6% | +1.0% | -23.6% | -22.8% |
| 6M | +12.7% | +6.2% | +6.5% | +12.4% |
| YTD | -18.4% | +1.7% | -20.1% | -18.5% |
| 1Y | +4.9% | +8.1% | -3.2% | +7.1% |
| All | +4.9% | +7.6% | -2.7% | +7.1% |
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