+116.4%
FSLR vs XRT
-1.0%
+117.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | 0.0% | +0.8% | -0.8% | -0.5% |
| 30D | -13.7% | -4.2% | -9.5% | -11.4% |
| 3M | -35.1% | +5.1% | -40.2% | -37.1% |
| 6M | +3.6% | +2.4% | +1.2% | +1.8% |
| YTD | -21.7% | +3.2% | -24.9% | -23.5% |
| 1Y | +1.3% | +1.5% | -0.2% | -0.2% |
| 3Y | +9.7% | +40.6% | -30.9% | -12.7% |
| All | +116.4% | -1.0% | +117.4% | +95.3% |
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