+592.8%
FSLR vs XHB
+252.0%
+340.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -1.0% |
| 7D | -14.8% | -0.2% | -14.6% | -14.8% |
| 30D | -4.3% | +9.9% | -14.2% | -10.3% |
| 3M | -23.4% | -6.3% | -17.1% | -20.5% |
| 6M | -26.9% | +3.8% | -30.8% | -29.2% |
| YTD | -34.4% | +0.1% | -34.5% | -35.3% |
| 1Y | -33.2% | -0.8% | -32.4% | -33.8% |
| 3Y | +28.1% | +35.6% | -7.5% | +1.6% |
| 5Y | +54.5% | +29.6% | +25.0% | +23.0% |
| 10Y | +434.6% | +237.5% | +197.1% | +120.9% |
| All | +592.8% | +252.0% | +340.8% | +124.2% |
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