+624.0%
XLI vs FSLR
+734.5%
-110.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.9% | -13.7% | +7.7% | -4.0% |
| 3M | -0.3% | -35.1% | +34.8% | +5.8% |
| 6M | +0.1% | +3.6% | -3.5% | -1.1% |
| YTD | +13.6% | -21.7% | +35.3% | +16.2% |
| 1Y | +17.2% | +1.3% | +15.9% | +14.8% |
| 3Y | +68.2% | +9.7% | +58.5% | +54.9% |
| 5Y | +80.7% | +117.4% | -36.6% | +44.2% |
| 10Y | +253.3% | +435.5% | -182.2% | +128.6% |
| All | +624.0% | +734.5% | -110.5% | +334.9% |
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