+196.8%
XLF vs FSLR
+627.0%
-430.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -1.0% | -8.4% | +7.5% | +0.4% |
| 30D | +6.5% | -0.9% | +7.4% | +6.5% |
| 3M | +1.8% | -26.1% | +27.9% | +6.6% |
| 6M | +15.4% | -23.6% | +39.0% | +19.0% |
| YTD | +8.4% | -31.8% | +40.2% | +12.8% |
| 1Y | +11.9% | -32.6% | +44.5% | +16.5% |
| 3Y | +81.1% | +33.0% | +48.1% | +55.8% |
| 5Y | +59.5% | +56.8% | +2.7% | +26.5% |
| 10Y | +225.2% | +455.6% | -230.4% | +83.8% |
| All | +196.8% | +627.0% | -430.1% | +70.1% |
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 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