+135.9%
XLU vs FSLR
+466.5%
-330.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | -3.3% | -7.8% | +4.5% | -2.7% |
| 3M | -3.2% | -22.9% | +19.8% | -1.4% |
| 6M | -7.0% | +4.4% | -11.3% | -7.9% |
| YTD | +0.6% | -20.0% | +20.6% | +1.5% |
| 1Y | +2.4% | +2.8% | -0.4% | +0.9% |
| 3Y | +46.3% | +16.5% | +29.7% | +38.4% |
| 5Y | +44.0% | +110.3% | -66.3% | +26.1% |
| All | +135.9% | +466.5% | -330.6% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling