+39.2%
XLK vs FSLR
+2.3%
+36.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.2% | +2.2% | -2.0% | -0.3% |
| 30D | -0.6% | -7.8% | +7.2% | +0.9% |
| 3M | +2.6% | -22.9% | +25.5% | +7.4% |
| 6M | +34.0% | +4.4% | +29.6% | +35.0% |
| YTD | +30.7% | -20.0% | +50.7% | +34.7% |
| 1Y | +39.2% | +2.8% | +36.4% | +38.3% |
| All | +39.2% | +2.3% | +36.9% | +38.3% |
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 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