+454.3%
FSLR vs SPG
+61.5%
+392.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | -14.7% | -4.9% | -9.8% | -13.4% |
| 3M | -22.6% | +3.3% | -25.9% | -23.6% |
| 6M | +12.7% | +11.2% | +1.5% | +8.6% |
| YTD | -18.4% | +17.1% | -35.4% | -22.7% |
| 1Y | +4.9% | +21.6% | -16.6% | -1.9% |
| 3Y | +16.4% | +111.9% | -95.5% | -9.0% |
| 5Y | +123.5% | +106.9% | +16.5% | +73.6% |
| 10Y | +454.3% | +62.2% | +392.1% | +345.3% |
| All | +454.3% | +61.5% | +392.8% | +345.3% |
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