+453.5%
FSLR vs SPYG
+420.3%
+33.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.8% |
| 7D | -0.1% | -1.8% | +1.7% | +1.6% |
| 30D | -14.0% | -1.9% | -12.1% | -12.5% |
| 3M | -16.9% | +5.2% | -22.0% | -20.3% |
| 6M | +4.7% | +15.6% | -10.8% | -7.4% |
| YTD | -20.7% | +12.4% | -33.1% | -28.5% |
| 1Y | +1.7% | +17.5% | -15.8% | -11.6% |
| 3Y | +13.1% | +98.1% | -85.0% | -40.0% |
| 5Y | +108.4% | +84.9% | +23.5% | +17.3% |
| All | +453.5% | +420.3% | +33.2% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling