+58.1%
XLE vs FSLR
+32.4%
+25.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.1% |
| 7D | -12.0% | +15.3% | -27.3% | -12.4% |
| 30D | -2.7% | +11.7% | -14.4% | -3.1% |
| 3M | +6.6% | -17.6% | +24.2% | +7.3% |
| 6M | +9.5% | -7.7% | +17.3% | +9.4% |
| YTD | +40.6% | -23.0% | +63.6% | +41.6% |
| 1Y | +43.6% | -26.0% | +69.6% | +44.9% |
| 3Y | +58.1% | +36.9% | +21.2% | +43.0% |
| All | +58.1% | +32.4% | +25.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling