+42.0%
XLP vs FSLR
+70.5%
-28.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.3% |
| 7D | +0.7% | +15.3% | -14.6% | +0.4% |
| 30D | +10.3% | +11.7% | -1.4% | +10.0% |
| 3M | +6.5% | -17.6% | +24.1% | +7.0% |
| 6M | +8.4% | -7.7% | +16.1% | +8.2% |
| YTD | +18.2% | -23.0% | +41.2% | +18.5% |
| 1Y | +22.4% | -26.0% | +48.5% | +22.8% |
| 3Y | +41.9% | +36.9% | +5.0% | +36.5% |
| All | +42.0% | +70.5% | -28.5% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling