+371.1%
XLU vs FSLR
+729.0%
-357.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.8% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -0.4% | -15.1% | +14.7% | +0.9% |
| 3M | -1.7% | -22.5% | +20.8% | +0.1% |
| 6M | -7.1% | +4.0% | -11.1% | -8.0% |
| YTD | +1.9% | -22.3% | +24.2% | +3.2% |
| 1Y | +6.1% | 0.0% | +6.1% | +4.8% |
| 3Y | +48.8% | +10.9% | +37.9% | +41.6% |
| 5Y | +43.8% | +105.4% | -61.6% | +26.9% |
| 10Y | +143.2% | +447.0% | -303.8% | +87.9% |
| All | +371.1% | +729.0% | -357.9% | +234.4% |
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