+453.5%
FSLR vs XEL
+151.3%
+302.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -0.1% | -1.2% | +1.1% | +0.2% |
| 30D | -14.0% | -2.9% | -11.1% | -13.4% |
| 3M | -16.9% | -2.7% | -14.2% | -16.5% |
| 6M | +4.7% | -6.5% | +11.3% | +6.2% |
| YTD | -20.7% | +3.6% | -24.3% | -21.8% |
| 1Y | +1.7% | +7.5% | -5.8% | -0.9% |
| 3Y | +13.1% | +46.3% | -33.3% | -0.1% |
| 5Y | +108.4% | +30.5% | +77.9% | +89.4% |
| All | +453.5% | +151.3% | +302.2% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling