-26.0%
FSLR vs SPYG
+10.8%
-36.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +3.2% |
| 7D | +10.3% | -2.8% | +13.1% | +13.9% |
| 30D | +10.4% | -6.2% | +16.6% | +19.0% |
| 3M | -20.2% | -3.6% | -16.6% | -16.7% |
| 6M | -8.0% | +4.8% | -12.8% | -10.1% |
| YTD | -25.5% | +11.0% | -36.5% | -30.9% |
| 1Y | -26.0% | +11.2% | -37.2% | -31.3% |
| All | -26.0% | +10.8% | -36.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling