+726.4%
FSLR vs SPYG
+1,060.5%
-334.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -13.7% | -0.4% | -13.2% | -13.2% |
| 3M | -35.1% | +0.5% | -35.6% | -34.9% |
| 6M | +3.6% | +17.5% | -13.8% | -14.5% |
| YTD | -21.7% | +14.3% | -36.1% | -33.8% |
| 1Y | +1.3% | +21.7% | -20.4% | -20.6% |
| 3Y | +9.7% | +98.6% | -88.9% | -55.5% |
| 5Y | +117.4% | +85.1% | +32.3% | -7.1% |
| 10Y | +435.5% | +412.0% | +23.5% | -52.9% |
| All | +726.4% | +1,060.5% | -334.1% | -75.0% |
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