+299.9%
FSLR vs XLRE
+112.0%
+188.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.8% |
| 30D | -13.7% | -2.8% | -10.9% | -12.1% |
| 3M | -35.1% | -0.2% | -34.9% | -35.4% |
| 6M | +3.6% | +1.9% | +1.7% | +1.6% |
| YTD | -21.7% | +10.6% | -32.3% | -27.3% |
| 1Y | +1.3% | +8.8% | -7.5% | -5.1% |
| 3Y | +9.7% | +31.5% | -21.8% | -10.1% |
| 5Y | +117.4% | +6.6% | +110.8% | +101.9% |
| 10Y | +435.5% | +84.0% | +351.5% | +243.9% |
| All | +299.9% | +112.0% | +188.0% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling