+40.4%
XLB vs FSLR
+32.4%
+8.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.0% |
| 7D | -1.5% | +15.3% | -16.8% | -2.8% |
| 30D | +6.1% | +11.7% | -5.6% | +5.0% |
| 3M | 0.0% | -17.6% | +17.6% | +1.6% |
| 6M | 0.0% | -7.7% | +7.7% | +0.2% |
| YTD | +16.0% | -23.0% | +39.0% | +17.5% |
| 1Y | +24.7% | -26.0% | +50.8% | +26.6% |
| 3Y | +40.4% | +36.9% | +3.5% | +26.5% |
| All | +40.4% | +32.4% | +8.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling