+815.6%
XBI vs FSLR
+599.6%
+216.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.1% | -14.8% | +13.7% | +1.6% |
| 30D | +2.6% | -4.3% | +6.9% | +3.2% |
| 3M | -4.0% | -23.4% | +19.4% | 0.0% |
| 6M | +10.9% | -26.9% | +37.9% | +15.7% |
| YTD | +23.6% | -34.4% | +58.0% | +30.0% |
| 1Y | +35.1% | -33.2% | +68.3% | +41.4% |
| 3Y | +125.2% | +28.1% | +97.1% | +98.5% |
| 5Y | +19.7% | +54.5% | -34.8% | -1.4% |
| 10Y | +130.6% | +434.6% | -304.0% | +45.9% |
| All | +815.6% | +599.6% | +216.1% | +440.7% |
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