+64.0%
XBI vs FSLR
+2.3%
+61.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -4.6% | +2.2% | -6.9% | -4.9% |
| 30D | -2.0% | -7.8% | +5.8% | -1.2% |
| 3M | +17.8% | -22.9% | +40.7% | +20.5% |
| 6M | +23.7% | +4.4% | +19.3% | +23.2% |
| YTD | +28.2% | -20.0% | +48.2% | +28.8% |
| 1Y | +64.0% | +2.8% | +61.2% | +61.1% |
| All | +64.0% | +2.3% | +61.7% | +61.1% |
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