+788.5%
XLK vs FSLR
+466.5%
+322.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +0.2% | +2.2% | -2.0% | -0.3% |
| 30D | -0.6% | -7.8% | +7.2% | +0.8% |
| 3M | +2.6% | -22.9% | +25.5% | +7.4% |
| 6M | +34.0% | +4.4% | +29.6% | +32.2% |
| YTD | +30.7% | -20.0% | +50.7% | +34.3% |
| 1Y | +39.2% | +2.8% | +36.4% | +35.8% |
| 3Y | +120.4% | +16.5% | +103.9% | +97.4% |
| 5Y | +148.8% | +110.3% | +38.5% | +85.6% |
| All | +788.5% | +466.5% | +322.0% | +411.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling