-35.6%
FSLR vs EXC
+3.2%
-38.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -12.0% | -1.9% | -10.0% | -12.3% |
| 30D | -7.7% | +7.8% | -15.4% | -6.4% |
| 3M | -24.0% | +1.9% | -25.9% | -24.5% |
| 6M | -24.4% | +3.4% | -27.8% | -24.9% |
| YTD | -34.0% | +7.6% | -41.6% | -36.5% |
| 1Y | -35.6% | +2.1% | -37.7% | -35.2% |
| All | -35.6% | +3.2% | -38.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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