+447.0%
FSLR vs SGI
+263.3%
+183.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.8% | -4.2% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | -15.1% | +5.5% | -20.7% | -16.5% |
| 3M | -22.5% | -3.6% | -18.9% | -22.0% |
| 6M | +4.0% | -15.0% | +19.0% | +8.0% |
| YTD | -22.3% | -23.0% | +0.8% | -17.1% |
| 1Y | 0.0% | -18.4% | +18.4% | +4.3% |
| 3Y | +10.9% | +57.8% | -46.9% | -6.3% |
| 5Y | +105.4% | +51.5% | +53.9% | +68.4% |
| 10Y | +447.0% | +275.2% | +171.8% | +202.6% |
| All | +447.0% | +263.3% | +183.7% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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