+37.7%
XLC vs FSLR
+117.9%
-80.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +1.0% | -13.7% | +14.7% | +2.5% |
| 3M | -0.7% | -35.1% | +34.4% | +3.3% |
| 6M | -5.1% | +3.6% | -8.8% | -6.2% |
| YTD | -4.3% | -21.7% | +17.5% | -2.9% |
| 1Y | -0.6% | +1.3% | -1.8% | -2.4% |
| 3Y | +72.7% | +9.7% | +63.0% | +60.4% |
| All | +37.7% | +117.9% | -80.3% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling