+172.7%
XLE vs FSLR
+424.2%
-251.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | -13.7% | +25.4% | +13.9% |
| 3M | +9.8% | -35.1% | +44.9% | +16.1% |
| 6M | +15.6% | +3.6% | +11.9% | +13.3% |
| YTD | +45.3% | -21.7% | +67.0% | +47.8% |
| 1Y | +48.3% | +1.3% | +47.0% | +43.9% |
| 3Y | +55.4% | +9.7% | +45.7% | +39.8% |
| 5Y | +216.1% | +117.4% | +98.7% | +132.6% |
| All | +172.7% | +424.2% | -251.5% | +47.1% |
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