+159.6%
XLB vs FSLR
+464.5%
-304.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.6% |
| 7D | -0.2% | +6.8% | -7.1% | -1.2% |
| 30D | -1.7% | -14.7% | +13.0% | +0.4% |
| 3M | +4.4% | -22.6% | +26.9% | +7.7% |
| 6M | +5.0% | +12.7% | -7.7% | +2.5% |
| YTD | +15.5% | -18.4% | +33.8% | +17.3% |
| 1Y | +14.9% | +4.9% | +10.0% | +12.0% |
| 3Y | +34.5% | +16.4% | +18.1% | +22.6% |
| 5Y | +36.5% | +123.5% | -86.9% | +6.7% |
| 10Y | +159.6% | +454.3% | -294.7% | +63.8% |
| All | +159.6% | +464.5% | -304.8% | +63.8% |
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