-33.6%
FSLR vs SGI
-30.7%
-2.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.3% | -0.3% | -3.6% |
| 7D | -2.6% | -3.9% | +1.3% | -1.4% |
| 30D | +1.8% | +0.9% | +0.8% | +1.0% |
| 3M | -24.4% | -2.9% | -21.5% | -23.9% |
| 6M | -17.7% | -9.0% | -8.8% | -16.3% |
| YTD | -30.7% | -29.2% | -1.5% | -25.1% |
| 1Y | -33.6% | -32.3% | -1.4% | -26.1% |
| All | -33.6% | -30.7% | -2.9% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling