+619.9%
FSLR vs XHB
+255.5%
+364.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -8.4% | -4.1% | -4.3% | -6.2% |
| 30D | -0.9% | +9.6% | -10.5% | -6.9% |
| 3M | -26.1% | -6.0% | -20.1% | -23.5% |
| 6M | -23.6% | +2.2% | -25.8% | -25.2% |
| YTD | -31.8% | +1.1% | -33.0% | -33.2% |
| 1Y | -32.6% | -1.7% | -30.8% | -32.8% |
| 3Y | +33.0% | +36.5% | -3.5% | +5.0% |
| 5Y | +56.8% | +33.5% | +23.3% | +22.3% |
| 10Y | +455.6% | +240.9% | +214.6% | +128.0% |
| All | +619.9% | +255.5% | +364.4% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling