+123.5%
FSLR vs XHB
+37.2%
+86.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.7% |
| 7D | +6.8% | +0.2% | +6.6% | +6.6% |
| 30D | -14.7% | -9.1% | -5.6% | -9.9% |
| 3M | -22.6% | -2.3% | -20.2% | -21.8% |
| 6M | +12.7% | -4.1% | +16.8% | +14.8% |
| YTD | -18.4% | -1.7% | -16.7% | -18.2% |
| 1Y | +4.9% | -15.1% | +20.0% | +14.1% |
| 3Y | +16.4% | +26.8% | -10.4% | -2.5% |
| 5Y | +123.5% | +37.3% | +86.1% | +75.1% |
| All | +123.5% | +37.2% | +86.3% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling