+108.4%
FSLR vs XLRE
+7.1%
+101.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | -0.1% | -2.7% | +2.6% | +1.7% |
| 30D | -14.0% | -2.3% | -11.7% | -12.7% |
| 3M | -16.9% | -3.5% | -13.4% | -15.4% |
| 6M | +4.7% | +1.9% | +2.9% | +2.5% |
| YTD | -20.7% | +8.3% | -29.0% | -25.8% |
| 1Y | +1.7% | +6.4% | -4.7% | -3.7% |
| 3Y | +13.1% | +30.2% | -17.2% | -9.7% |
| 5Y | +108.4% | +8.6% | +99.8% | +90.1% |
| All | +108.4% | +7.1% | +101.3% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling