-35.6%
FSLR vs EXEL
+62.5%
-98.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.2% |
| 7D | -12.0% | +1.6% | -13.6% | -12.1% |
| 30D | -7.7% | +17.4% | -25.0% | -9.0% |
| 3M | -24.0% | +38.6% | -62.6% | -26.6% |
| 6M | -24.4% | +41.2% | -65.7% | -27.6% |
| YTD | -34.0% | +59.3% | -93.4% | -37.0% |
| 1Y | -35.6% | +60.2% | -95.8% | -39.1% |
| All | -35.6% | +62.5% | -98.1% | -39.1% |
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