+454.3%
FSLR vs XRT
+123.1%
+331.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.6% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | -14.7% | -5.6% | -9.1% | -11.7% |
| 3M | -22.6% | +2.5% | -25.1% | -23.9% |
| 6M | +12.7% | +3.7% | +9.0% | +9.9% |
| YTD | -18.4% | +1.0% | -19.3% | -19.2% |
| 1Y | +4.9% | -1.2% | +6.1% | +5.1% |
| 3Y | +16.4% | +43.4% | -27.0% | -7.7% |
| 5Y | +123.5% | -0.7% | +124.2% | +113.9% |
| 10Y | +454.3% | +123.7% | +330.6% | +193.1% |
| All | +454.3% | +123.1% | +331.2% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling