+123.5%
FSLR vs XME
+179.6%
-56.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | +6.8% | +3.6% | +3.2% | +4.8% |
| 30D | -14.7% | +3.6% | -18.4% | -16.5% |
| 3M | -22.6% | +1.2% | -23.8% | -23.2% |
| 6M | +12.7% | +9.0% | +3.7% | +8.0% |
| YTD | -18.4% | +15.9% | -34.3% | -25.0% |
| 1Y | +4.9% | +43.2% | -38.2% | -13.9% |
| 3Y | +16.4% | +137.4% | -121.0% | -28.0% |
| 5Y | +123.5% | +185.0% | -61.6% | +20.1% |
| All | +123.5% | +179.6% | -56.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling