+13.2%
FSLR vs XEL
+47.8%
-34.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.6% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | -15.1% | -0.9% | -14.3% | -15.0% |
| 3M | -22.5% | -1.4% | -21.1% | -22.5% |
| 6M | +4.0% | -5.8% | +9.8% | +4.6% |
| YTD | -22.3% | +4.7% | -27.0% | -23.0% |
| 1Y | 0.0% | +9.1% | -9.0% | -1.6% |
| All | +13.2% | +47.8% | -34.6% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling