-26.0%
FSLR vs XOP
+45.9%
-71.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.4% | +11.0% | +3.3% |
| 7D | +10.3% | -10.5% | +20.8% | +8.0% |
| 30D | +10.4% | -4.3% | +14.8% | +9.3% |
| 3M | -20.2% | +4.7% | -24.8% | -19.2% |
| 6M | -8.0% | -0.1% | -7.9% | -7.2% |
| YTD | -25.5% | +43.8% | -69.4% | -26.4% |
| 1Y | -26.0% | +45.3% | -71.2% | -26.3% |
| All | -26.0% | +45.9% | -71.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling