+1.7%
FSLR vs SPXS
-34.6%
+36.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +3.1% |
| 7D | -0.1% | +6.4% | -6.5% | +3.5% |
| 30D | -14.0% | +6.0% | -20.0% | -10.9% |
| 3M | -16.9% | -11.6% | -5.3% | -20.7% |
| 6M | +4.7% | -28.7% | +33.4% | -6.0% |
| YTD | -20.7% | -26.3% | +5.6% | -27.6% |
| 1Y | +1.7% | -34.9% | +36.6% | -7.6% |
| All | +1.7% | -34.6% | +36.3% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling