+94.5%
XLK vs FSLR
+29.6%
+64.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +3.4% | -14.8% | +18.2% | +5.8% |
| 30D | -10.6% | -4.3% | -6.3% | -10.1% |
| 3M | -10.6% | -23.4% | +12.7% | -7.3% |
| 6M | -3.5% | -26.9% | +23.5% | +0.8% |
| YTD | +18.7% | -34.4% | +53.1% | +24.8% |
| 1Y | +19.4% | -33.2% | +52.6% | +25.2% |
| 3Y | +94.5% | +28.1% | +66.4% | +79.7% |
| All | +94.5% | +29.6% | +64.8% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling