-5.8%
XLC vs FSLR
-24.3%
+18.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.2% | +3.2% |
| 7D | +1.8% | +10.3% | -8.6% | +1.2% |
| 30D | -6.0% | +10.4% | -16.4% | -6.5% |
| 3M | -6.0% | -20.2% | +14.2% | -5.2% |
| 6M | -9.1% | -8.0% | -1.1% | -8.9% |
| YTD | -10.0% | -25.5% | +15.5% | -9.9% |
| 1Y | -5.8% | -26.0% | +20.2% | -6.0% |
| All | -5.8% | -24.3% | +18.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling