+691.3%
FSLR vs FE
+92.6%
+598.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +10.7% | +0.6% | +10.1% | +10.4% |
| 30D | +8.9% | +6.4% | +2.5% | +5.5% |
| 3M | -17.3% | -0.5% | -16.9% | -17.2% |
| 6M | -10.8% | +4.7% | -15.5% | -13.3% |
| YTD | -25.1% | +8.4% | -33.4% | -28.7% |
| 1Y | -29.4% | +7.2% | -36.7% | -32.5% |
| 3Y | +28.8% | +44.9% | -16.1% | +4.0% |
| 5Y | +68.3% | +46.3% | +22.0% | +33.7% |
| 10Y | +502.7% | +110.3% | +392.5% | +249.4% |
| All | +691.3% | +92.6% | +598.7% | +373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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