-26.0%
FSLR vs EXEL
+92.4%
-118.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.6% |
| 7D | +10.3% | +9.8% | +0.6% | +9.2% |
| 30D | +10.4% | +23.6% | -13.2% | +7.8% |
| 3M | -20.2% | +29.9% | -50.1% | -22.8% |
| 6M | -8.0% | +64.7% | -72.7% | -13.2% |
| YTD | -25.5% | +66.0% | -91.5% | -30.4% |
| 1Y | -26.0% | +92.0% | -117.9% | -37.8% |
| All | -26.0% | +92.4% | -118.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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