+250.1%
SPOT vs FSLR
+196.6%
+53.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -6.9% | -0.1% | -6.7% | -6.9% |
| 30D | +4.1% | -14.0% | +18.1% | +7.3% |
| 3M | +3.7% | -16.9% | +20.6% | +6.8% |
| 6M | -1.6% | +4.7% | -6.3% | -4.8% |
| YTD | -10.2% | -20.7% | +10.5% | -8.3% |
| 1Y | -25.9% | +1.7% | -27.6% | -29.4% |
| 3Y | +235.6% | +13.1% | +222.5% | +181.4% |
| 5Y | +110.6% | +108.4% | +2.2% | +30.4% |
| All | +250.1% | +196.6% | +53.5% | +62.9% |
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