+20.7%
XLK vs FSLR
-24.3%
+45.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -1.0% |
| 7D | -7.6% | +10.3% | -17.9% | -9.5% |
| 30D | -12.2% | +10.4% | -22.6% | -14.0% |
| 3M | -5.5% | -20.2% | +14.7% | -1.2% |
| 6M | +9.2% | -8.0% | +17.2% | +12.7% |
| YTD | +23.0% | -25.5% | +48.6% | +28.4% |
| 1Y | +20.7% | -26.0% | +46.7% | +25.4% |
| All | +20.7% | -24.3% | +45.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling