+21.8%
XBI vs FSLR
+102.7%
-80.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -0.7% |
| 7D | -3.6% | +0.2% | -3.9% | -3.7% |
| 30D | +0.9% | -15.1% | +16.0% | +3.7% |
| 3M | +21.4% | -22.5% | +44.0% | +26.4% |
| 6M | +25.5% | +4.0% | +21.5% | +23.3% |
| YTD | +30.8% | -22.3% | +53.1% | +34.2% |
| 1Y | +68.6% | 0.0% | +68.6% | +63.8% |
| 3Y | +103.9% | +10.9% | +93.1% | +78.7% |
| All | +21.8% | +102.7% | -80.9% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling