+76.3%
FSLR vs XOP
+76.1%
+0.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +15.3% | -14.7% | +30.1% | +20.6% |
| 30D | +11.7% | -7.7% | +19.4% | +13.7% |
| 3M | -17.6% | +4.4% | -22.1% | -19.6% |
| 6M | -7.7% | +3.5% | -11.3% | -10.2% |
| YTD | -23.0% | +39.4% | -62.4% | -33.9% |
| 1Y | -26.0% | +39.8% | -65.8% | -36.8% |
| 3Y | +36.9% | +29.7% | +7.2% | +17.5% |
| All | +76.3% | +76.1% | +0.2% | +27.6% |
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