+726.4%
FSLR vs XOP
+66.7%
+659.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | 0.0% | +2.6% | -2.6% | -1.4% |
| 30D | -13.7% | +15.4% | -29.1% | -20.3% |
| 3M | -35.1% | +12.1% | -47.1% | -39.6% |
| 6M | +3.6% | +19.7% | -16.0% | -8.5% |
| YTD | -21.7% | +52.4% | -74.1% | -39.7% |
| 1Y | +1.3% | +47.6% | -46.3% | -21.3% |
| 3Y | +9.7% | +34.4% | -24.7% | -12.3% |
| 5Y | +117.4% | +154.4% | -37.0% | +11.7% |
| 10Y | +435.5% | +54.7% | +380.8% | +190.0% |
| All | +726.4% | +66.7% | +659.7% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling