+192.9%
XOM vs FSLR
+466.5%
-273.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +4.1% | +2.2% | +1.8% | +3.8% |
| 30D | +4.6% | -7.8% | +12.4% | +5.4% |
| 3M | +14.0% | -22.9% | +36.9% | +16.7% |
| 6M | +11.0% | +4.4% | +6.6% | +9.2% |
| YTD | +40.7% | -20.0% | +60.7% | +42.2% |
| 1Y | +52.3% | +2.8% | +49.5% | +48.5% |
| 3Y | +60.5% | +16.5% | +43.9% | +46.5% |
| 5Y | +266.4% | +110.3% | +156.1% | +191.1% |
| All | +192.9% | +466.5% | -273.6% | +79.3% |
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 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