+499.4%
XLP vs FSLR
+699.0%
-199.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +3.5% | +10.7% | -7.2% | +2.9% |
| 30D | +11.6% | +8.9% | +2.7% | +11.0% |
| 3M | +7.6% | -17.3% | +25.0% | +8.7% |
| 6M | +10.0% | -10.8% | +20.8% | +10.2% |
| YTD | +19.7% | -25.1% | +44.8% | +20.8% |
| 1Y | +23.5% | -29.4% | +52.9% | +24.9% |
| 3Y | +44.0% | +28.8% | +15.1% | +37.2% |
| 5Y | +42.7% | +68.3% | -25.6% | +31.5% |
| 10Y | +131.3% | +502.7% | -371.4% | +89.0% |
| All | +499.4% | +699.0% | -199.6% | +368.8% |
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 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