-32.6%
FSLR vs EXPE
-2.3%
-30.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.5% |
| 7D | -8.4% | -17.8% | +9.3% | -9.1% |
| 30D | -0.9% | -3.2% | +2.3% | -0.8% |
| 3M | -26.1% | -19.0% | -7.1% | -26.9% |
| 6M | -23.6% | +17.7% | -41.4% | -22.5% |
| YTD | -31.8% | -7.8% | -24.0% | -29.1% |
| 1Y | -32.6% | -1.4% | -31.2% | -31.3% |
| All | -32.6% | -2.3% | -30.2% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling