+42.8%
XLP vs FSLR
+66.7%
-24.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +1.0% |
| 7D | +0.1% | +5.3% | -5.2% | -0.1% |
| 30D | +8.9% | +7.8% | +1.2% | +8.7% |
| 3M | +7.5% | -23.4% | +30.9% | +8.1% |
| 6M | +9.4% | -12.9% | +22.3% | +9.4% |
| YTD | +19.3% | -26.7% | +45.9% | +19.7% |
| 1Y | +21.7% | -28.4% | +50.1% | +22.2% |
| 3Y | +44.0% | +44.6% | -0.6% | +37.9% |
| 5Y | +42.8% | +67.9% | -25.2% | +35.8% |
| All | +42.8% | +66.7% | -24.0% | +35.8% |
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