+495.8%
FSLR vs XRT
+149.4%
+346.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.5% | +3.8% |
| 7D | +15.3% | +0.9% | +14.5% | +14.6% |
| 30D | +11.7% | +7.9% | +3.7% | +6.3% |
| 3M | -17.6% | -0.2% | -17.4% | -17.8% |
| 6M | -7.7% | +5.6% | -13.3% | -11.1% |
| YTD | -23.0% | +5.7% | -28.7% | -26.0% |
| 1Y | -26.0% | +14.6% | -40.6% | -32.4% |
| 3Y | +36.9% | +50.7% | -13.8% | +5.0% |
| 5Y | +72.9% | -4.8% | +77.8% | +69.7% |
| All | +495.8% | +149.4% | +346.4% | +200.2% |
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