+13.2%
FSLR vs SPXS
-79.5%
+92.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -4.2% |
| 7D | +0.2% | +1.2% | -1.0% | +0.8% |
| 30D | -15.1% | +5.2% | -20.3% | -13.2% |
| 3M | -22.5% | -9.2% | -13.4% | -24.3% |
| 6M | +4.0% | -29.6% | +33.5% | -6.0% |
| YTD | -22.3% | -27.6% | +5.4% | -28.7% |
| 1Y | 0.0% | -36.7% | +36.8% | -11.6% |
| All | +13.2% | -79.5% | +92.7% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling