+13.3%
FSLR vs SGI
+60.7%
-47.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | 0.0% | +8.5% | -8.5% | -2.8% |
| 30D | -13.7% | +0.7% | -14.3% | -14.1% |
| 3M | -35.1% | +0.6% | -35.7% | -35.6% |
| 6M | +3.6% | -17.9% | +21.6% | +9.3% |
| YTD | -21.7% | -21.2% | -0.6% | -16.7% |
| 1Y | +1.3% | -18.9% | +20.1% | +6.5% |
| All | +13.3% | +60.7% | -47.4% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling