+33.6%
XLY vs FSLR
+12.8%
+20.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -1.7% | +2.2% | -3.9% | -2.0% |
| 30D | -4.2% | -7.8% | +3.6% | -3.3% |
| 3M | -2.7% | -22.9% | +20.2% | -0.1% |
| 6M | -0.6% | +4.4% | -5.0% | -1.6% |
| YTD | -5.0% | -20.0% | +15.0% | -3.7% |
| 1Y | -4.1% | +2.8% | -6.9% | -5.7% |
| 3Y | +33.6% | +16.5% | +17.1% | +21.5% |
| All | +33.6% | +12.8% | +20.7% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling