+16.4%
FSLR vs XME
+136.1%
-119.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | +6.8% | +3.6% | +3.2% | +4.6% |
| 30D | -14.7% | +3.6% | -18.4% | -16.6% |
| 3M | -22.6% | +1.2% | -23.8% | -23.4% |
| 6M | +12.7% | +9.0% | +3.7% | +7.6% |
| YTD | -18.4% | +15.9% | -34.3% | -25.9% |
| 1Y | +4.9% | +43.2% | -38.2% | -16.3% |
| 3Y | +16.4% | +137.4% | -121.0% | -43.3% |
| All | +16.4% | +136.1% | -119.7% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling