+420.9%
FSLR vs SPY
+308.5%
+112.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | -12.0% | +3.3% | -15.3% | -15.1% |
| 30D | -7.7% | -2.7% | -5.0% | -5.2% |
| 3M | -24.0% | -1.7% | -22.3% | -22.7% |
| 6M | -24.4% | +3.1% | -27.5% | -26.3% |
| YTD | -34.0% | +11.9% | -45.9% | -41.0% |
| 1Y | -35.6% | +12.0% | -47.6% | -42.3% |
| 3Y | +28.7% | +78.2% | -49.5% | -28.9% |
| 5Y | +55.3% | +73.2% | -17.9% | -11.3% |
| All | +420.9% | +308.5% | +112.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling