+139.9%
XLC vs FSLR
+293.4%
-153.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.1% | 0.0% |
| 7D | -1.4% | +0.2% | -1.7% | -1.5% |
| 30D | -0.9% | -15.1% | +14.2% | +1.3% |
| 3M | -0.3% | -22.5% | +22.2% | +2.8% |
| 6M | -5.2% | +4.0% | -9.1% | -6.7% |
| YTD | -5.3% | -22.3% | +16.9% | -3.5% |
| 1Y | -2.8% | 0.0% | -2.8% | -5.1% |
| 3Y | +71.2% | +10.9% | +60.3% | +55.3% |
| 5Y | +37.6% | +105.4% | -67.8% | +3.9% |
| All | +139.9% | +293.4% | -153.5% | +31.2% |
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