+1,958.2%
XLK vs FSLR
+770.4%
+1,187.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.4% |
| 7D | +2.3% | +6.8% | -4.5% | +1.2% |
| 30D | -0.1% | -14.7% | +14.7% | +2.4% |
| 3M | +2.1% | -22.6% | +24.7% | +6.1% |
| 6M | +37.2% | +12.7% | +24.5% | +34.0% |
| YTD | +30.8% | -18.4% | +49.2% | +33.5% |
| 1Y | +42.6% | +4.9% | +37.7% | +39.4% |
| 3Y | +121.8% | +16.4% | +105.4% | +103.5% |
| 5Y | +145.7% | +123.5% | +22.2% | +96.6% |
| 10Y | +782.1% | +454.3% | +327.8% | +480.8% |
| All | +1,958.2% | +770.4% | +1,187.8% | +1,114.5% |
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