+16.4%
FSLR vs XYL
+18.1%
-1.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.4% | +2.8% |
| 7D | +6.8% | +1.8% | +5.0% | +5.9% |
| 30D | -14.7% | -9.2% | -5.5% | -10.4% |
| 3M | -22.6% | -0.3% | -22.3% | -23.0% |
| 6M | +12.7% | -11.0% | +23.7% | +18.6% |
| YTD | -18.4% | -19.2% | +0.8% | -10.7% |
| 1Y | +4.9% | -21.2% | +26.1% | +16.6% |
| 3Y | +16.4% | +18.6% | -2.2% | -16.6% |
| All | +16.4% | +18.1% | -1.7% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling