+24.3%
XLP vs FSLR
-24.3%
+48.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.3% | +3.4% |
| 7D | +5.9% | +10.3% | -4.5% | +6.1% |
| 30D | +13.5% | +10.4% | +3.0% | +13.7% |
| 3M | +8.4% | -20.2% | +28.6% | +7.9% |
| 6M | +11.5% | -8.0% | +19.5% | +10.3% |
| YTD | +20.6% | -25.5% | +46.2% | +19.5% |
| 1Y | +24.3% | -26.0% | +50.3% | +23.2% |
| All | +24.3% | -24.3% | +48.6% | +23.2% |
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