+455.6%
FSLR vs EXPE
+121.2%
+334.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | -8.4% | -17.8% | +9.3% | -5.4% |
| 30D | -0.9% | -3.2% | +2.3% | -0.8% |
| 3M | -26.1% | -19.0% | -7.1% | -23.8% |
| 6M | -23.6% | +17.7% | -41.4% | -27.1% |
| YTD | -31.8% | -7.8% | -24.0% | -32.8% |
| 1Y | -32.6% | -1.4% | -31.2% | -34.5% |
| 3Y | +33.0% | +121.9% | -88.9% | +4.0% |
| 5Y | +56.8% | +44.3% | +12.5% | +29.5% |
| 10Y | +455.6% | +125.4% | +330.1% | +249.2% |
| All | +455.6% | +121.2% | +334.3% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling