+301.7%
SPOT vs FSLR
+146.7%
+155.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.5% | -1.1% |
| 7D | -2.6% | -12.0% | +9.4% | -0.1% |
| 30D | +13.5% | -7.7% | +21.1% | +15.0% |
| 3M | +22.2% | -24.0% | +46.3% | +28.4% |
| 6M | +38.3% | -24.4% | +62.8% | +43.4% |
| YTD | +3.1% | -34.0% | +37.1% | +8.6% |
| 1Y | -7.6% | -35.6% | +28.0% | -2.4% |
| 3Y | +250.0% | +28.7% | +221.4% | +175.5% |
| 5Y | +113.3% | +55.3% | +58.0% | +41.3% |
| All | +301.7% | +146.7% | +155.0% | +92.9% |
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