+619.9%
FSLR vs XEL
+639.8%
-19.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.2% |
| 7D | -8.4% | +0.7% | -9.2% | -8.8% |
| 30D | -0.9% | +9.3% | -10.2% | -5.6% |
| 3M | -26.1% | +5.3% | -31.3% | -28.1% |
| 6M | -23.6% | +2.2% | -25.8% | -25.1% |
| YTD | -31.8% | +12.3% | -44.2% | -36.5% |
| 1Y | -32.6% | +3.0% | -35.6% | -34.3% |
| 3Y | +33.0% | +51.6% | -18.6% | +1.3% |
| 5Y | +56.8% | +50.0% | +6.8% | +17.2% |
| 10Y | +455.6% | +183.8% | +271.7% | +125.4% |
| All | +619.9% | +639.8% | -19.9% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling