+726.4%
FSLR vs FE
+91.2%
+635.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.9% |
| 30D | -13.7% | -1.2% | -12.5% | -13.2% |
| 3M | -35.1% | +3.5% | -38.6% | -36.5% |
| 6M | +3.6% | -6.1% | +9.7% | +6.0% |
| YTD | -21.7% | +7.6% | -29.3% | -25.3% |
| 1Y | +1.3% | +11.9% | -10.6% | -5.5% |
| 3Y | +9.7% | +48.4% | -38.7% | -12.7% |
| 5Y | +117.4% | +44.8% | +72.6% | +73.1% |
| 10Y | +435.5% | +115.9% | +319.6% | +203.4% |
| All | +726.4% | +91.2% | +635.2% | +396.0% |
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