+3.6%
FSLR vs SPXS
-30.7%
+34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -0.5% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -13.7% | +0.8% | -14.5% | -13.0% |
| 3M | -35.1% | -4.7% | -30.4% | -35.6% |
| 6M | +3.6% | -29.6% | +33.3% | -8.1% |
| All | +3.6% | -30.7% | +34.3% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling