+221.7%
FSLR vs XYZ
+655.2%
-433.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.3% |
| 7D | -14.8% | -1.1% | -13.7% | -14.6% |
| 30D | -4.3% | +11.5% | -15.8% | -7.3% |
| 3M | -23.4% | +1.8% | -25.2% | -24.1% |
| 6M | -26.9% | +21.2% | -48.2% | -31.1% |
| YTD | -34.4% | +29.9% | -64.3% | -40.3% |
| 1Y | -33.2% | +35.8% | -69.0% | -40.0% |
| 3Y | +28.1% | +62.6% | -34.5% | +2.6% |
| 5Y | +54.5% | -62.8% | +117.3% | +68.7% |
| 10Y | +434.6% | +612.0% | -177.4% | +173.7% |
| All | +221.7% | +655.2% | -433.5% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling