+60.9%
XLC vs FSLR
+44.8%
+16.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.2% |
| 7D | +4.9% | +15.3% | -10.4% | +3.9% |
| 30D | -5.8% | +11.7% | -17.5% | -6.5% |
| 3M | -5.4% | -17.6% | +12.2% | -4.4% |
| 6M | -10.2% | -7.7% | -2.4% | -10.1% |
| YTD | -10.2% | -23.0% | +12.8% | -9.4% |
| 1Y | -5.6% | -26.0% | +20.4% | -4.6% |
| All | +60.9% | +44.8% | +16.1% | +47.6% |
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