0.0%
FSLR vs XYL
-21.6%
+21.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.4% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -15.1% | -10.8% | -4.3% | -11.8% |
| 3M | -22.5% | -2.5% | -20.0% | -22.5% |
| 6M | +4.0% | -12.2% | +16.1% | +6.5% |
| YTD | -22.3% | -20.1% | -2.2% | -21.3% |
| 1Y | 0.0% | -20.6% | +20.7% | +7.2% |
| All | 0.0% | -21.6% | +21.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling