+173.9%
XLE vs FSLR
+464.2%
-290.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | -0.2% | -8.4% | +8.2% | +0.9% |
| 30D | -4.0% | -0.9% | -3.1% | -4.1% |
| 3M | +4.6% | -26.1% | +30.7% | +8.5% |
| 6M | +12.3% | -23.6% | +36.0% | +14.9% |
| YTD | +44.5% | -31.8% | +76.4% | +49.3% |
| 1Y | +42.4% | -32.6% | +75.0% | +47.0% |
| 3Y | +67.0% | +33.0% | +34.0% | +42.9% |
| 5Y | +161.9% | +56.8% | +105.1% | +104.1% |
| 10Y | +173.9% | +455.6% | -281.7% | +46.1% |
| All | +173.9% | +464.2% | -290.3% | +46.1% |
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