+420.9%
FSLR vs XYL
+100.1%
+320.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -2.7% |
| 7D | -12.0% | -6.0% | -6.0% | -9.2% |
| 30D | -7.7% | -8.3% | +0.6% | -4.9% |
| 3M | -24.0% | -22.6% | -1.4% | -14.3% |
| 6M | -24.4% | -15.0% | -9.4% | -19.2% |
| YTD | -34.0% | -30.2% | -3.9% | -22.6% |
| 1Y | -35.6% | -36.4% | +0.8% | -20.5% |
| 3Y | +28.7% | -0.9% | +29.5% | +23.4% |
| 5Y | +55.3% | -23.4% | +78.7% | +66.8% |
| All | +420.9% | +100.1% | +320.8% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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