+36.9%
FSLR vs SPG
+124.5%
-87.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | +15.3% | +4.9% | +10.4% | +13.9% |
| 30D | +11.7% | +15.6% | -3.9% | +7.4% |
| 3M | -17.6% | +4.1% | -21.7% | -18.5% |
| 6M | -7.7% | +13.6% | -21.3% | -11.6% |
| YTD | -23.0% | +27.5% | -50.5% | -29.2% |
| 1Y | -26.0% | +32.2% | -58.3% | -32.9% |
| 3Y | +36.9% | +126.0% | -89.1% | -33.6% |
| All | +36.9% | +124.5% | -87.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling