+123.5%
FSLR vs SPXS
-85.9%
+209.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.9% |
| 7D | +6.8% | -1.5% | +8.4% | +6.2% |
| 30D | -14.7% | +3.7% | -18.4% | -13.5% |
| 3M | -22.6% | -9.6% | -13.0% | -24.3% |
| 6M | +12.7% | -32.4% | +45.1% | +1.3% |
| YTD | -18.4% | -28.7% | +10.3% | -25.1% |
| 1Y | +4.9% | -38.1% | +43.0% | -7.1% |
| 3Y | +16.4% | -80.1% | +96.5% | -22.5% |
| 5Y | +123.5% | -85.9% | +209.4% | +59.2% |
| All | +123.5% | -85.9% | +209.4% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling