+420.9%
FSLR vs XEL
+187.3%
+233.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -12.0% | +1.4% | -13.4% | -12.3% |
| 30D | -7.7% | +9.2% | -16.9% | -9.9% |
| 3M | -24.0% | +4.5% | -28.5% | -25.0% |
| 6M | -24.4% | +3.6% | -28.0% | -25.5% |
| YTD | -34.0% | +12.9% | -46.9% | -36.4% |
| 1Y | -35.6% | +4.1% | -39.7% | -36.6% |
| 3Y | +28.7% | +52.3% | -23.7% | +12.5% |
| 5Y | +55.3% | +51.6% | +3.7% | +35.6% |
| All | +420.9% | +187.3% | +233.6% | +251.7% |
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