+713.0%
FSLR vs FE
+89.8%
+623.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.4% |
| 7D | +15.3% | -1.0% | +16.4% | +15.9% |
| 30D | +11.7% | +4.1% | +7.5% | +9.3% |
| 3M | -17.6% | -1.0% | -16.6% | -17.2% |
| 6M | -7.7% | +4.0% | -11.7% | -10.1% |
| YTD | -23.0% | +6.8% | -29.8% | -26.3% |
| 1Y | -26.0% | +5.3% | -31.3% | -28.7% |
| 3Y | +36.9% | +44.6% | -7.7% | +10.5% |
| 5Y | +72.9% | +44.2% | +28.7% | +38.3% |
| 10Y | +519.3% | +107.3% | +412.0% | +261.4% |
| All | +713.0% | +89.8% | +623.2% | +389.7% |
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