+455.6%
FSLR vs XME
+277.3%
+178.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.9% |
| 7D | -8.4% | +1.5% | -9.9% | -9.4% |
| 30D | -0.9% | -7.3% | +6.4% | +2.6% |
| 3M | -26.1% | -17.4% | -8.6% | -19.0% |
| 6M | -23.6% | -21.8% | -1.8% | -13.7% |
| YTD | -31.8% | -6.0% | -25.8% | -30.5% |
| 1Y | -32.6% | +3.8% | -36.4% | -34.5% |
| 3Y | +33.0% | +100.0% | -67.0% | -9.3% |
| 5Y | +56.8% | +116.1% | -59.3% | -0.2% |
| 10Y | +455.6% | +280.6% | +175.0% | +129.0% |
| All | +455.6% | +277.3% | +178.2% | +129.0% |
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