+123.5%
FSLR vs XYZ
-69.7%
+193.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +5.0% |
| 7D | +6.8% | +2.9% | +4.0% | +6.0% |
| 30D | -14.7% | +1.4% | -16.1% | -15.1% |
| 3M | -22.6% | +14.6% | -37.1% | -25.3% |
| 6M | +12.7% | +20.8% | -8.1% | +7.0% |
| YTD | -18.4% | +23.1% | -41.4% | -23.6% |
| 1Y | +4.9% | +5.6% | -0.7% | +1.6% |
| 3Y | +16.4% | +50.9% | -34.5% | -3.3% |
| 5Y | +123.5% | -68.6% | +192.0% | +155.6% |
| All | +123.5% | -69.7% | +193.2% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 5y: compounded portfolio wealth divided by compounded XYZ 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…
5y analysis · Full analysis span regression · 6 months rolling