+658.1%
XLY vs FSLR
+729.0%
-70.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.4% | -0.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -6.0% | -15.1% | +9.1% | -3.8% |
| 3M | -2.7% | -22.5% | +19.8% | +0.6% |
| 6M | -1.5% | +4.0% | -5.4% | -2.8% |
| YTD | -5.4% | -22.3% | +16.8% | -3.3% |
| 1Y | -3.8% | 0.0% | -3.8% | -5.6% |
| 3Y | +36.6% | +10.9% | +25.7% | +25.9% |
| 5Y | +27.4% | +105.4% | -78.0% | +3.5% |
| 10Y | +218.2% | +447.0% | -228.8% | +111.3% |
| All | +658.1% | +729.0% | -70.9% | +375.3% |
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