+295.5%
SPGI vs FSLR
+464.5%
-169.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.7% |
| 7D | -2.5% | +6.8% | -9.3% | -3.2% |
| 30D | +5.4% | -14.7% | +20.1% | +7.2% |
| 3M | +9.0% | -22.6% | +31.6% | +11.8% |
| 6M | +0.8% | +12.7% | -11.9% | -1.9% |
| YTD | -12.6% | -18.4% | +5.8% | -11.8% |
| 1Y | -16.1% | +4.9% | -21.1% | -18.7% |
| 3Y | +19.0% | +16.4% | +2.6% | +7.8% |
| 5Y | +5.1% | +123.5% | -118.4% | -19.0% |
| 10Y | +295.5% | +454.3% | -158.9% | +143.4% |
| All | +295.5% | +464.5% | -169.0% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling