+458.5%
FSLR vs XLRE
+89.0%
+369.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | +2.2% | -1.2% | +3.4% | +3.0% |
| 30D | -7.8% | -2.4% | -5.4% | -6.4% |
| 3M | -22.9% | -2.5% | -20.4% | -22.0% |
| 6M | +4.4% | +4.0% | +0.4% | +1.0% |
| YTD | -20.0% | +9.3% | -29.3% | -25.2% |
| 1Y | +2.8% | +5.6% | -2.8% | -1.8% |
| 3Y | +16.5% | +31.3% | -14.7% | -4.7% |
| 5Y | +110.3% | +9.5% | +100.7% | +91.9% |
| All | +458.5% | +89.0% | +369.4% | +240.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling