+317.2%
FSLR vs XLRE
+111.8%
+205.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +6.8% | -0.3% | +7.1% | +7.0% |
| 30D | -14.7% | -2.4% | -12.3% | -13.4% |
| 3M | -22.6% | +0.6% | -23.1% | -23.3% |
| 6M | +12.7% | +3.9% | +8.8% | +9.1% |
| YTD | -18.4% | +10.5% | -28.9% | -24.2% |
| 1Y | +4.9% | +8.4% | -3.4% | -1.4% |
| 3Y | +16.4% | +32.8% | -16.4% | -5.2% |
| 5Y | +123.5% | +7.0% | +116.4% | +107.0% |
| 10Y | +454.3% | +83.8% | +370.5% | +256.3% |
| All | +317.2% | +111.8% | +205.3% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XLRE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling