+74.9%
FSLR vs XRT
-5.3%
+80.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 3M | -17.6% | -0.2% | -17.4% | -17.8% |
| 6M | -7.7% | +5.6% | -13.3% | -11.3% |
| YTD | -23.0% | +5.7% | -28.7% | -26.2% |
| 1Y | -26.0% | +14.6% | -40.6% | -32.6% |
| 3Y | +36.9% | +50.7% | -13.8% | +3.3% |
| All | +74.9% | -5.3% | +80.2% | +61.5% |
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