+631.5%
FSLR vs SPY
+672.5%
-41.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.1% |
| 7D | -2.6% | -0.6% | -2.1% | -2.4% |
| 30D | +1.8% | -3.7% | +5.5% | +6.4% |
| 3M | -24.4% | -2.7% | -21.6% | -21.8% |
| 6M | -17.7% | +2.2% | -19.9% | -19.3% |
| YTD | -30.7% | +10.8% | -41.6% | -39.0% |
| 1Y | -33.6% | +11.2% | -44.9% | -41.7% |
| 3Y | +35.1% | +76.5% | -41.3% | -35.3% |
| 5Y | +63.1% | +72.9% | -9.9% | -20.7% |
| 10Y | +466.4% | +304.8% | +161.6% | -18.3% |
| All | +631.5% | +672.5% | -41.0% | -47.5% |
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