+248.8%
XLF vs FSLR
+466.5%
-217.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.5% | +2.2% | -3.7% | -1.8% |
| 30D | -1.2% | -7.8% | +6.7% | -0.3% |
| 3M | +9.2% | -22.9% | +32.1% | +12.2% |
| 6M | +16.3% | +4.4% | +11.9% | +14.6% |
| YTD | +5.4% | -20.0% | +25.4% | +6.8% |
| 1Y | +7.6% | +2.8% | +4.8% | +5.0% |
| 3Y | +74.2% | +16.5% | +57.7% | +58.4% |
| 5Y | +66.1% | +110.3% | -44.1% | +30.5% |
| All | +248.8% | +466.5% | -217.6% | +113.5% |
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