+205.4%
XOM vs FSLR
+429.3%
-223.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +2.8% | -14.8% | +17.6% | +4.4% |
| 30D | -3.6% | -4.3% | +0.7% | -3.4% |
| 3M | +8.2% | -23.4% | +31.6% | +10.8% |
| 6M | +14.0% | -26.9% | +41.0% | +16.4% |
| YTD | +44.6% | -34.4% | +79.0% | +48.6% |
| 1Y | +47.8% | -33.2% | +81.0% | +51.2% |
| 3Y | +79.6% | +28.1% | +51.5% | +59.5% |
| 5Y | +214.3% | +54.5% | +159.8% | +158.7% |
| All | +205.4% | +429.3% | -223.9% | +88.2% |
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