+381.9%
XLB vs FSLR
+638.7%
-256.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.4% | +0.8% |
| 7D | +0.5% | -2.6% | +3.1% | +0.9% |
| 30D | +6.9% | +1.8% | +5.1% | +6.4% |
| 3M | -0.2% | -24.4% | +24.2% | +4.2% |
| 6M | +3.3% | -17.7% | +21.0% | +5.5% |
| YTD | +18.0% | -30.7% | +48.8% | +23.1% |
| 1Y | +24.2% | -33.6% | +57.8% | +30.3% |
| 3Y | +44.7% | +35.1% | +9.6% | +26.0% |
| 5Y | +31.6% | +63.1% | -31.5% | +5.9% |
| 10Y | +164.2% | +466.4% | -302.2% | +55.0% |
| All | +381.9% | +638.7% | -256.8% | +158.3% |
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