+76.1%
XBI vs FSLR
+1.0%
+75.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +7.1% | -13.7% | +20.7% | +8.6% |
| 3M | +22.9% | -35.1% | +58.0% | +27.6% |
| 6M | +29.7% | +3.6% | +26.1% | +29.4% |
| YTD | +34.5% | -21.7% | +56.2% | +35.5% |
| 1Y | +76.1% | +1.3% | +74.8% | +72.4% |
| All | +76.1% | +1.0% | +75.0% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling