+20.2%
SGOV vs FSLR
+336.8%
-316.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | 0.0% |
| 7D | +0.1% | +0.2% | -0.2% | +0.1% |
| 30D | +0.3% | -15.1% | +15.4% | +0.3% |
| 3M | +0.9% | -22.5% | +23.5% | +0.9% |
| 6M | +1.8% | +4.0% | -2.1% | +1.8% |
| YTD | +2.5% | -22.3% | +24.8% | +2.5% |
| 1Y | +3.8% | 0.0% | +3.8% | +3.8% |
| 3Y | +14.4% | +10.9% | +3.5% | +14.3% |
| 5Y | +20.2% | +105.4% | -85.2% | +20.1% |
| All | +20.2% | +336.8% | -316.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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