+259.6%
FSLR vs XYL
+449.8%
-190.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.3% |
| 7D | 0.0% | -5.0% | +5.0% | +2.9% |
| 30D | -13.7% | -13.2% | -0.4% | -6.7% |
| 3M | -35.1% | -3.7% | -31.4% | -34.0% |
| 6M | +3.6% | -17.7% | +21.3% | +14.8% |
| YTD | -21.7% | -21.5% | -0.2% | -11.9% |
| 1Y | +1.3% | -24.5% | +25.8% | +16.6% |
| 3Y | +9.7% | +6.9% | +2.8% | +2.1% |
| 5Y | +117.4% | -18.1% | +135.4% | +129.0% |
| 10Y | +435.5% | +134.7% | +300.8% | +186.7% |
| All | +259.6% | +449.8% | -190.1% | +12.4% |
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