+918.1%
SPGI vs FSLR
+734.5%
+183.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +8.4% | -13.7% | +22.1% | +10.7% |
| 3M | +11.8% | -35.1% | +46.9% | +18.6% |
| 6M | +5.7% | +3.6% | +2.1% | +3.6% |
| YTD | -9.7% | -21.7% | +12.1% | -8.2% |
| 1Y | -12.5% | +1.3% | -13.7% | -15.2% |
| 3Y | +21.8% | +9.7% | +12.1% | +10.0% |
| 5Y | +8.2% | +117.4% | -109.2% | -16.9% |
| 10Y | +309.5% | +435.5% | -126.0% | +147.9% |
| All | +918.1% | +734.5% | +183.6% | +500.1% |
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