+447.0%
FSLR vs XOP
+52.9%
+394.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -4.9% |
| 7D | +0.2% | +1.0% | -0.7% | -0.1% |
| 30D | -15.1% | +10.8% | -26.0% | -18.0% |
| 3M | -22.5% | +19.5% | -42.0% | -27.5% |
| 6M | +4.0% | +21.6% | -17.6% | -4.1% |
| YTD | -22.3% | +55.8% | -78.1% | -34.3% |
| 1Y | 0.0% | +54.6% | -54.6% | -15.7% |
| 3Y | +10.9% | +36.6% | -25.8% | -3.8% |
| 5Y | +105.4% | +160.6% | -55.3% | +38.8% |
| 10Y | +447.0% | +56.2% | +390.8% | +310.5% |
| All | +447.0% | +52.9% | +394.1% | +310.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling