+261.8%
XOM vs FSLR
+112.6%
+149.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.0% | +2.4% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +3.4% | -15.1% | +18.6% | +4.1% |
| 3M | +11.0% | -22.5% | +33.5% | +12.1% |
| 6M | +10.6% | +4.0% | +6.7% | +9.7% |
| YTD | +39.2% | -22.3% | +61.5% | +40.2% |
| 1Y | +52.7% | 0.0% | +52.7% | +50.9% |
| 3Y | +56.8% | +10.9% | +45.9% | +48.9% |
| 5Y | +261.8% | +105.4% | +156.4% | +213.9% |
| All | +261.8% | +112.6% | +149.2% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling