-32.6%
FSLR vs FCEL
+47.0%
-79.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -2.2% |
| 7D | -8.4% | +3.9% | -12.3% | -9.0% |
| 30D | -0.9% | -33.1% | +32.2% | +2.6% |
| 3M | -26.1% | -43.0% | +16.9% | -23.0% |
| 6M | -23.6% | -31.3% | +7.7% | -24.3% |
| YTD | -31.8% | +49.8% | -81.6% | -38.1% |
| 1Y | -32.6% | +48.2% | -80.7% | -39.5% |
| All | -32.6% | +47.0% | -79.6% | -39.5% |
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