+76.3%
FSLR vs FCEL
-97.0%
+173.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.5% | -8.8% | +0.5% |
| 7D | +15.3% | -11.2% | +26.6% | +17.3% |
| 30D | +11.7% | -45.8% | +57.4% | +24.2% |
| 3M | -17.6% | -51.0% | +33.4% | -8.2% |
| 6M | -7.7% | -22.2% | +14.5% | -14.4% |
| YTD | -23.0% | +36.3% | -59.3% | -40.4% |
| 1Y | -26.0% | +29.0% | -55.1% | -43.0% |
| 3Y | +36.9% | -70.9% | +107.7% | +29.7% |
| All | +76.3% | -97.0% | +173.2% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling