+375.9%
XLB vs FSLR
+734.5%
-358.5%
-59.8%
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 | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -0.4% | -13.7% | +13.3% | +2.0% |
| 3M | +2.0% | -35.1% | +37.1% | +9.1% |
| 6M | +1.8% | +3.6% | -1.8% | +0.2% |
| YTD | +16.6% | -21.7% | +38.3% | +19.6% |
| 1Y | +16.9% | +1.3% | +15.7% | +14.0% |
| 3Y | +32.6% | +9.7% | +22.9% | +20.2% |
| 5Y | +35.6% | +117.4% | -81.7% | +3.9% |
| 10Y | +160.0% | +435.5% | -275.5% | +54.3% |
| All | +375.9% | +734.5% | -358.5% | +151.0% |
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