+608.2%
XLI vs FSLR
+627.0%
-18.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +0.9% | -8.4% | +9.3% | +2.1% |
| 30D | +1.1% | -0.9% | +2.0% | +1.0% |
| 3M | -7.7% | -26.1% | +18.4% | -4.0% |
| 6M | -1.8% | -23.6% | +21.8% | +1.1% |
| YTD | +11.1% | -31.8% | +42.9% | +15.5% |
| 1Y | +12.1% | -32.6% | +44.7% | +16.6% |
| 3Y | +73.8% | +33.0% | +40.8% | +55.0% |
| 5Y | +73.8% | +56.8% | +17.0% | +45.5% |
| 10Y | +231.7% | +455.6% | -223.8% | +113.4% |
| All | +608.2% | +627.0% | -18.8% | +332.3% |
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