+52.6%
FSLR vs XRT
-4.8%
+57.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -14.8% | +1.7% | -16.5% | -15.8% |
| 30D | -4.3% | +7.5% | -11.8% | -8.9% |
| 3M | -23.4% | +2.2% | -25.6% | -24.8% |
| 6M | -26.9% | +14.7% | -41.6% | -33.2% |
| YTD | -34.4% | +7.5% | -41.9% | -37.8% |
| 1Y | -33.2% | +14.1% | -47.3% | -39.1% |
| 3Y | +28.1% | +58.8% | -30.7% | -6.6% |
| All | +52.6% | -4.8% | +57.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling