+167.2%
XLE vs FSLR
+498.1%
-330.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.4% |
| 7D | -12.0% | +15.3% | -27.3% | -13.8% |
| 30D | -2.7% | +11.7% | -14.4% | -4.4% |
| 3M | +6.6% | -17.6% | +24.2% | +9.0% |
| 6M | +9.5% | -7.7% | +17.3% | +9.2% |
| YTD | +40.6% | -23.0% | +63.6% | +42.9% |
| 1Y | +43.6% | -26.0% | +69.6% | +46.5% |
| 3Y | +58.1% | +36.9% | +21.2% | +35.6% |
| 5Y | +152.2% | +72.9% | +79.3% | +94.7% |
| All | +167.2% | +498.1% | -330.9% | +42.1% |
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