-26.5%
FSLR vs SPCH
-59.6%
+33.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +16.8% | -14.1% | +1.8% |
| 7D | +15.3% | -3.0% | +18.4% | +15.2% |
| 30D | +11.7% | -39.8% | +51.5% | +14.2% |
| 3M | -17.6% | +16.8% | -34.4% | -19.3% |
| All | -26.5% | -59.6% | +33.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling