+674.5%
FSLR vs XME
+172.6%
+501.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -8.3% |
| 7D | +5.3% | +0.9% | +4.3% | +4.0% |
| 30D | +7.8% | -7.3% | +15.1% | +12.5% |
| 3M | -23.4% | -14.8% | -8.6% | -15.8% |
| 6M | -12.9% | -18.4% | +5.5% | -1.1% |
| YTD | -26.7% | -4.7% | -22.0% | -26.1% |
| 1Y | -28.4% | +5.7% | -34.1% | -32.6% |
| 3Y | +44.6% | +104.0% | -59.4% | -15.3% |
| 5Y | +67.9% | +122.4% | -54.5% | -12.4% |
| 10Y | +496.9% | +285.4% | +211.6% | +84.8% |
| All | +674.5% | +172.6% | +501.9% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling