+592.8%
FSLR vs SPYG
+996.2%
-403.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.6% |
| 7D | -14.8% | +2.3% | -17.1% | -17.5% |
| 30D | -4.3% | -6.5% | +2.2% | +3.1% |
| 3M | -23.4% | -6.8% | -16.5% | -16.9% |
| 6M | -26.9% | -3.1% | -23.8% | -23.8% |
| YTD | -34.4% | +8.0% | -42.4% | -40.9% |
| 1Y | -33.2% | +10.2% | -43.4% | -41.3% |
| 3Y | +28.1% | +91.0% | -62.9% | -46.0% |
| 5Y | +54.5% | +67.7% | -13.2% | -25.2% |
| 10Y | +434.6% | +393.9% | +40.7% | -51.6% |
| All | +592.8% | +996.2% | -403.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling