+1.3%
FSLR vs FCEL
+269.1%
-267.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | 0.0% | -15.8% | +15.8% | +1.5% |
| 30D | -13.7% | -29.3% | +15.6% | -11.1% |
| 3M | -35.1% | -30.1% | -4.9% | -34.6% |
| 6M | +3.6% | +74.4% | -70.8% | -7.6% |
| YTD | -21.7% | +104.5% | -126.3% | -32.0% |
| 1Y | +1.3% | +281.4% | -280.1% | -12.0% |
| All | +1.3% | +269.1% | -267.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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