+468.7%
SPCX vs FSLR
-3.5%
+472.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +0.6% |
| 7D | -0.3% | +15.3% | -15.7% | -36.3% |
| 30D | -19.9% | +11.7% | -31.6% | -45.7% |
| 3M | +16.8% | -17.6% | +34.5% | +62.1% |
| 6M | +510.9% | +2.8% | +508.0% | +705.2% |
| YTD | +516.3% | -23.0% | +539.3% | +712.5% |
| 1Y | +421.3% | -26.0% | +447.3% | +587.2% |
| All | +468.7% | -3.5% | +472.2% | +655.8% |
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