+713.0%
FSLR vs XOP
+52.5%
+660.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +15.3% | -14.7% | +30.1% | +24.7% |
| 30D | +11.7% | -7.7% | +19.4% | +15.5% |
| 3M | -17.6% | +4.4% | -22.1% | -20.7% |
| 6M | -7.7% | +3.5% | -11.3% | -11.8% |
| YTD | -23.0% | +39.4% | -62.4% | -38.5% |
| 1Y | -26.0% | +39.8% | -65.8% | -41.3% |
| 3Y | +36.9% | +29.7% | +7.2% | +10.4% |
| 5Y | +72.9% | +78.6% | -5.6% | +8.0% |
| 10Y | +519.3% | +51.8% | +467.4% | +232.1% |
| All | +713.0% | +52.5% | +660.5% | +272.3% |
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