+601.8%
XLI vs FSLR
+603.3%
-1.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | +4.3% | -12.0% | +16.3% | +6.1% |
| 30D | +0.5% | -7.7% | +8.1% | +1.5% |
| 3M | -8.6% | -24.0% | +15.4% | -5.3% |
| 6M | -2.3% | -24.4% | +22.1% | +0.7% |
| YTD | +10.1% | -34.0% | +44.1% | +15.0% |
| 1Y | +11.0% | -35.6% | +46.6% | +16.2% |
| 3Y | +72.3% | +28.7% | +43.6% | +54.4% |
| 5Y | +70.8% | +55.3% | +15.5% | +43.3% |
| 10Y | +228.7% | +437.4% | -208.7% | +112.5% |
| All | +601.8% | +603.3% | -1.4% | +330.5% |
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 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