+64.7%
XLC vs FSLR
+29.6%
+35.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +3.7% | -14.8% | +18.5% | +4.8% |
| 30D | -1.9% | -4.3% | +2.4% | -1.7% |
| 3M | -3.1% | -23.4% | +20.3% | -1.6% |
| 6M | -6.4% | -26.9% | +20.6% | -4.9% |
| YTD | -6.8% | -34.4% | +27.6% | -5.1% |
| 1Y | -1.7% | -33.2% | +31.5% | -0.1% |
| 3Y | +64.7% | +28.1% | +36.6% | +53.2% |
| All | +64.7% | +29.6% | +35.0% | +53.2% |
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 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