+303.9%
XLE vs FSLR
+734.5%
-430.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | -13.7% | +25.4% | +14.6% |
| 3M | +9.8% | -35.1% | +44.9% | +17.8% |
| 6M | +15.6% | +3.6% | +11.9% | +12.8% |
| YTD | +45.3% | -21.7% | +67.0% | +48.4% |
| 1Y | +48.3% | +1.3% | +47.0% | +43.1% |
| 3Y | +55.4% | +9.7% | +45.7% | +37.8% |
| 5Y | +216.1% | +117.4% | +98.7% | +130.6% |
| 10Y | +178.4% | +435.5% | -257.1% | +53.5% |
| All | +303.9% | +734.5% | -430.6% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling