+713.0%
FSLR vs SPG
+493.0%
+220.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +15.3% | +4.9% | +10.4% | +13.2% |
| 30D | +11.7% | +15.6% | -3.9% | +5.3% |
| 3M | -17.6% | +4.1% | -21.7% | -18.9% |
| 6M | -7.7% | +13.6% | -21.3% | -12.9% |
| YTD | -23.0% | +27.5% | -50.5% | -31.0% |
| 1Y | -26.0% | +32.2% | -58.3% | -34.7% |
| 3Y | +36.9% | +126.0% | -89.1% | -4.6% |
| 5Y | +72.9% | +74.7% | -1.8% | +32.0% |
| 10Y | +519.3% | +112.8% | +406.4% | +272.5% |
| All | +713.0% | +493.0% | +220.1% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling