+1.3%
FSLR vs XME
+46.4%
-45.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -13.7% | +6.0% | -19.6% | -16.7% |
| 3M | -35.1% | -7.7% | -27.4% | -32.6% |
| 6M | +3.6% | +1.0% | +2.7% | +2.3% |
| YTD | -21.7% | +14.6% | -36.4% | -27.6% |
| 1Y | +1.3% | +46.0% | -44.7% | -17.7% |
| All | +1.3% | +46.4% | -45.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling