+726.4%
FSLR vs SPG
+437.9%
+288.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | 0.0% | -2.4% | +2.4% | +1.0% |
| 30D | -13.7% | -6.8% | -6.8% | -11.2% |
| 3M | -35.1% | +2.7% | -37.8% | -36.2% |
| 6M | +3.6% | +5.5% | -1.8% | +0.7% |
| YTD | -21.7% | +15.7% | -37.4% | -27.1% |
| 1Y | +1.3% | +20.9% | -19.6% | -7.4% |
| 3Y | +9.7% | +112.4% | -102.7% | -21.5% |
| 5Y | +117.4% | +101.4% | +16.0% | +56.1% |
| 10Y | +435.5% | +60.6% | +374.8% | +265.2% |
| All | +726.4% | +437.9% | +288.5% | +182.1% |
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 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