+149.7%
XBI vs FSLR
+466.5%
-316.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -4.6% | +2.2% | -6.9% | -5.1% |
| 30D | -2.0% | -7.8% | +5.8% | -0.5% |
| 3M | +17.8% | -22.9% | +40.7% | +23.5% |
| 6M | +23.7% | +4.4% | +19.3% | +21.1% |
| YTD | +28.2% | -20.0% | +48.2% | +31.2% |
| 1Y | +64.0% | +2.8% | +61.2% | +58.0% |
| 3Y | +99.4% | +16.5% | +82.9% | +73.1% |
| 5Y | +19.3% | +110.3% | -90.9% | -16.4% |
| All | +149.7% | +466.5% | -316.8% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling