+123.5%
FSLR vs SGI
+61.8%
+61.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +6.8% | +9.3% | -2.5% | +3.5% |
| 30D | -14.7% | +6.9% | -21.6% | -16.8% |
| 3M | -22.6% | +2.8% | -25.4% | -23.8% |
| 6M | +12.7% | -12.6% | +25.3% | +16.5% |
| YTD | -18.4% | -21.5% | +3.2% | -12.7% |
| 1Y | +4.9% | -18.8% | +23.7% | +10.3% |
| 3Y | +16.4% | +60.8% | -44.4% | -6.6% |
| 5Y | +123.5% | +60.0% | +63.5% | +60.8% |
| All | +123.5% | +61.8% | +61.7% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling