+102.2%
FSLR vs SPXS
-100.0%
+202.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -0.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -13.7% | +0.8% | -14.5% | -13.2% |
| 3M | -35.1% | -4.7% | -30.4% | -35.0% |
| 6M | +3.6% | -29.6% | +33.3% | -7.1% |
| YTD | -21.7% | -29.8% | +8.1% | -29.8% |
| 1Y | +1.3% | -38.9% | +40.2% | -13.0% |
| 3Y | +9.7% | -79.6% | +89.3% | -32.4% |
| 5Y | +117.4% | -85.9% | +203.3% | +37.7% |
| 10Y | +435.5% | -99.5% | +535.0% | +15.0% |
| All | +102.2% | -100.0% | +202.2% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling