+726.4%
FSLR vs SPY
+691.4%
+35.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -13.7% | +0.1% | -13.7% | -13.7% |
| 3M | -35.1% | +2.0% | -37.1% | -36.1% |
| 6M | +3.6% | +13.0% | -9.4% | -10.4% |
| YTD | -21.7% | +13.5% | -35.3% | -33.1% |
| 1Y | +1.3% | +20.0% | -18.7% | -19.0% |
| 3Y | +9.7% | +77.2% | -67.5% | -47.5% |
| 5Y | +117.4% | +81.9% | +35.5% | -0.9% |
| 10Y | +435.5% | +314.1% | +121.4% | -24.7% |
| All | +726.4% | +691.4% | +35.0% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling