+631.5%
FSLR vs XOP
+54.0%
+577.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -6.0% |
| 7D | -2.6% | -8.4% | +5.7% | +1.5% |
| 30D | +1.8% | -8.4% | +10.1% | +5.7% |
| 3M | -24.4% | +0.2% | -24.5% | -25.4% |
| 6M | -17.7% | +7.2% | -24.9% | -22.8% |
| YTD | -30.7% | +40.8% | -71.5% | -44.9% |
| 1Y | -33.6% | +36.3% | -69.9% | -46.5% |
| 3Y | +35.1% | +37.2% | -2.0% | +5.6% |
| 5Y | +63.1% | +86.6% | -23.6% | -0.7% |
| 10Y | +466.4% | +44.0% | +422.4% | +217.1% |
| All | +631.5% | +54.0% | +577.5% | +233.1% |
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