+46.0%
XOM vs FSLR
+1.0%
+45.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.8% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +5.9% | -13.7% | +19.5% | +4.9% |
| 3M | +5.6% | -35.1% | +40.7% | +3.6% |
| 6M | +7.9% | +3.6% | +4.2% | +8.3% |
| YTD | +35.2% | -21.7% | +56.9% | +35.3% |
| 1Y | +46.0% | +1.3% | +44.7% | +54.0% |
| All | +46.0% | +1.0% | +45.0% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling