+896.2%
XBI vs FSLR
+734.5%
+161.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +7.1% | -13.7% | +20.7% | +9.7% |
| 3M | +22.9% | -35.1% | +58.0% | +31.7% |
| 6M | +29.7% | +3.6% | +26.1% | +27.7% |
| YTD | +34.5% | -21.7% | +56.2% | +37.8% |
| 1Y | +76.1% | +1.3% | +74.8% | +71.6% |
| 3Y | +103.2% | +9.7% | +93.5% | +84.8% |
| 5Y | +22.8% | +117.4% | -94.5% | -4.4% |
| 10Y | +176.3% | +435.5% | -259.2% | +74.2% |
| All | +896.2% | +734.5% | +161.8% | +473.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling