+41.0%
XLE vs FSLR
-29.8%
+70.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.3% | +0.3% |
| 7D | -7.9% | +5.3% | -13.1% | -7.6% |
| 30D | -4.8% | +7.8% | -12.6% | -4.4% |
| 3M | +8.4% | -23.4% | +31.7% | +7.6% |
| 6M | +12.7% | -12.9% | +25.6% | +12.7% |
| YTD | +41.3% | -26.7% | +67.9% | +42.6% |
| All | +41.0% | -29.8% | +70.9% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling