+418.1%
FSLR vs XEL
+187.7%
+230.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -14.8% | +2.4% | -17.2% | -15.3% |
| 30D | -4.3% | +8.3% | -12.6% | -6.4% |
| 3M | -23.4% | +4.2% | -27.5% | -24.3% |
| 6M | -26.9% | +3.7% | -30.7% | -28.0% |
| YTD | -34.4% | +13.1% | -47.4% | -36.8% |
| 1Y | -33.2% | +5.0% | -38.2% | -34.4% |
| 3Y | +28.1% | +55.0% | -26.9% | +11.4% |
| 5Y | +54.5% | +51.8% | +2.7% | +34.8% |
| All | +418.1% | +187.7% | +230.4% | +249.7% |
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