+44.6%
FSLR vs XME
+101.1%
-56.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -7.7% |
| 7D | +5.3% | +0.9% | +4.3% | +4.3% |
| 30D | +7.8% | -7.3% | +15.1% | +11.9% |
| 3M | -23.4% | -14.8% | -8.6% | -16.8% |
| 6M | -12.9% | -18.4% | +5.5% | -2.9% |
| YTD | -26.7% | -4.7% | -22.0% | -25.7% |
| 1Y | -28.4% | +5.7% | -34.1% | -31.3% |
| 3Y | +44.6% | +104.0% | -59.4% | -29.3% |
| All | +44.6% | +101.1% | -56.5% | -29.3% |
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