+237.0%
FSLR vs XYL
+416.3%
-179.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.5% |
| 7D | +5.3% | +2.1% | +3.2% | +4.0% |
| 30D | +7.8% | -3.4% | +11.1% | +8.0% |
| 3M | -23.4% | -17.2% | -6.2% | -16.2% |
| 6M | -12.9% | -12.0% | -0.8% | -8.3% |
| YTD | -26.7% | -26.3% | -0.4% | -15.7% |
| 1Y | -28.4% | -33.5% | +5.1% | -12.7% |
| 3Y | +44.6% | +6.4% | +38.2% | +33.1% |
| 5Y | +67.9% | -20.9% | +88.8% | +78.6% |
| 10Y | +496.9% | +120.8% | +376.1% | +226.8% |
| All | +237.0% | +416.3% | -179.3% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling