+453.5%
FSLR vs XHB
+210.4%
+243.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.5% |
| 7D | -0.1% | -5.2% | +5.1% | +3.2% |
| 30D | -14.0% | -12.1% | -1.9% | -6.8% |
| 3M | -16.9% | -6.2% | -10.7% | -13.8% |
| 6M | +4.7% | -6.7% | +11.4% | +8.6% |
| YTD | -20.7% | -5.5% | -15.2% | -18.6% |
| 1Y | +1.7% | -15.6% | +17.3% | +11.6% |
| 3Y | +13.1% | +22.0% | -8.9% | -4.1% |
| 5Y | +108.4% | +31.8% | +76.6% | +64.0% |
| All | +453.5% | +210.4% | +243.1% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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