+283.7%
FSLR vs XYZ
+638.9%
-355.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | -13.7% | -1.7% | -12.0% | -13.5% |
| 3M | -35.1% | +16.7% | -51.8% | -37.9% |
| 6M | +3.6% | +26.9% | -23.2% | -3.5% |
| YTD | -21.7% | +27.1% | -48.9% | -28.1% |
| 1Y | +1.3% | +9.3% | -8.0% | -3.4% |
| 3Y | +9.7% | +42.3% | -32.6% | -8.8% |
| 5Y | +117.4% | -69.3% | +186.7% | +150.7% |
| 10Y | +435.5% | +586.8% | -151.3% | +177.0% |
| All | +283.7% | +638.9% | -355.2% | +80.4% |
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