+34.1%
XLP vs FSLR
+117.9%
-83.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | -13.7% | +12.8% | -0.6% |
| 3M | +3.8% | -35.1% | +38.9% | +4.9% |
| 6M | -1.7% | +3.6% | -5.4% | -2.2% |
| YTD | +10.3% | -21.7% | +32.0% | +10.5% |
| 1Y | +7.8% | +1.3% | +6.5% | +7.0% |
| 3Y | +27.2% | +9.7% | +17.5% | +23.8% |
| All | +34.1% | +117.9% | -83.9% | +25.2% |
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 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