+726.4%
FSLR vs EXC
+122.3%
+604.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -13.7% | -3.7% | -9.9% | -11.9% |
| 3M | -35.1% | -1.3% | -33.8% | -35.3% |
| 6M | +3.6% | -9.7% | +13.3% | +8.1% |
| YTD | -21.7% | +2.9% | -24.6% | -24.5% |
| 1Y | +1.3% | +4.4% | -3.1% | -3.6% |
| 3Y | +9.7% | +22.2% | -12.5% | -8.7% |
| 5Y | +117.4% | +46.7% | +70.6% | +57.1% |
| 10Y | +435.5% | +155.3% | +280.1% | +143.0% |
| All | +726.4% | +122.3% | +604.1% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling