+4.9%
FSLR vs SPG
+22.1%
-17.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.4% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | -14.7% | -4.9% | -9.8% | -15.0% |
| 3M | -22.6% | +3.3% | -25.9% | -23.3% |
| 6M | +12.7% | +11.2% | +1.5% | +10.3% |
| YTD | -18.4% | +17.1% | -35.4% | -20.3% |
| 1Y | +4.9% | +21.6% | -16.6% | -1.1% |
| All | +4.9% | +22.1% | -17.2% | -1.1% |
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