+240.0%
SPOT vs FSLR
+15.2%
+224.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.8% |
| 7D | -2.9% | +6.8% | -9.7% | -3.2% |
| 30D | +8.3% | -14.7% | +23.0% | +9.1% |
| 3M | +5.1% | -22.6% | +27.6% | +6.5% |
| 6M | -6.5% | +12.7% | -19.2% | -7.8% |
| YTD | -9.0% | -18.4% | +9.4% | -8.2% |
| 1Y | -26.4% | +4.9% | -31.3% | -27.6% |
| 3Y | +240.0% | +16.4% | +223.6% | +222.4% |
| All | +240.0% | +15.2% | +224.9% | +222.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling