+447.0%
FSLR vs XME
+412.4%
+34.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.4% |
| 7D | +0.2% | -0.2% | +0.5% | +0.4% |
| 30D | -15.1% | +1.4% | -16.5% | -15.8% |
| 3M | -22.5% | +2.7% | -25.3% | -23.7% |
| 6M | +4.0% | +6.5% | -2.6% | +1.0% |
| YTD | -22.3% | +15.2% | -37.4% | -28.0% |
| 1Y | 0.0% | +43.5% | -43.5% | -17.2% |
| 3Y | +10.9% | +135.9% | -125.0% | -29.1% |
| 5Y | +105.4% | +181.5% | -76.1% | +17.1% |
| 10Y | +447.0% | +436.9% | +10.1% | +138.3% |
| All | +447.0% | +412.4% | +34.6% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling