+496.9%
FSLR vs SPG
+117.3%
+379.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -5.3% |
| 7D | +5.3% | +5.1% | +0.2% | +3.7% |
| 30D | +7.8% | +16.8% | -9.1% | +2.9% |
| 3M | -23.4% | +5.7% | -29.0% | -24.6% |
| 6M | -12.9% | +17.8% | -30.7% | -17.5% |
| YTD | -26.7% | +30.1% | -56.8% | -32.7% |
| 1Y | -28.4% | +32.8% | -61.2% | -34.8% |
| 3Y | +44.6% | +137.2% | -92.6% | +9.1% |
| 5Y | +67.9% | +81.5% | -13.5% | +34.7% |
| 10Y | +496.9% | +116.5% | +380.4% | +329.9% |
| All | +496.9% | +117.3% | +379.6% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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