-32.6%
FSLR vs SPG
+33.6%
-66.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.4% | +2.7% | -11.2% | -8.3% |
| 30D | -0.9% | +16.6% | -17.4% | -0.2% |
| 3M | -26.1% | +8.1% | -34.1% | -26.2% |
| 6M | -23.6% | +19.3% | -43.0% | -24.1% |
| YTD | -31.8% | +31.1% | -62.9% | -31.1% |
| 1Y | -32.6% | +32.8% | -65.3% | -32.4% |
| All | -32.6% | +33.6% | -66.2% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling