+72.4%
XLI vs FSLR
+15.2%
+57.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.9% |
| 7D | +1.0% | +6.8% | -5.8% | +0.4% |
| 30D | -5.8% | -14.7% | +8.9% | -4.5% |
| 3M | +0.7% | -22.6% | +23.3% | +2.7% |
| 6M | +3.2% | +12.7% | -9.5% | +1.8% |
| YTD | +13.0% | -18.4% | +31.4% | +14.0% |
| 1Y | +16.8% | +4.9% | +11.8% | +15.3% |
| 3Y | +72.4% | +16.4% | +56.0% | +62.6% |
| All | +72.4% | +15.2% | +57.3% | +62.6% |
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