+726.4%
FSLR vs EXPE
+1,227.5%
-501.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | 0.0% | -9.5% | +9.5% | +3.1% |
| 30D | -13.7% | -6.6% | -7.0% | -12.1% |
| 3M | -35.1% | +31.4% | -66.5% | -41.1% |
| 6M | +3.6% | +35.2% | -31.5% | -8.3% |
| YTD | -21.7% | +5.8% | -27.5% | -26.3% |
| 1Y | +1.3% | +38.7% | -37.4% | -14.0% |
| 3Y | +9.7% | +175.8% | -166.1% | -30.4% |
| 5Y | +117.4% | +111.8% | +5.5% | +40.3% |
| 10Y | +435.5% | +179.7% | +255.8% | +162.4% |
| All | +726.4% | +1,227.5% | -501.1% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling