+458.5%
FSLR vs SPXS
-99.6%
+558.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | 0.0% |
| 7D | +2.2% | +2.5% | -0.3% | +3.2% |
| 30D | -7.8% | +4.2% | -12.0% | -6.3% |
| 3M | -22.9% | -9.3% | -13.6% | -24.7% |
| 6M | +4.4% | -30.7% | +35.1% | -5.3% |
| YTD | -20.0% | -28.1% | +8.1% | -26.3% |
| 1Y | +2.8% | -35.1% | +37.9% | -7.4% |
| 3Y | +16.5% | -79.6% | +96.1% | -21.7% |
| 5Y | +110.3% | -86.3% | +196.5% | +44.5% |
| All | +458.5% | -99.6% | +558.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling