+123.5%
FSLR vs XOP
+156.8%
-33.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.8% |
| 7D | +6.8% | +0.6% | +6.2% | +6.6% |
| 30D | -14.7% | +16.5% | -31.2% | -19.0% |
| 3M | -22.6% | +15.7% | -38.3% | -26.6% |
| 6M | +12.7% | +19.2% | -6.5% | +4.6% |
| YTD | -18.4% | +55.0% | -73.3% | -31.7% |
| 1Y | +4.9% | +54.2% | -49.2% | -12.6% |
| 3Y | +16.4% | +35.9% | -19.5% | -0.6% |
| 5Y | +123.5% | +162.4% | -39.0% | +36.5% |
| All | +123.5% | +156.8% | -33.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling