+255.9%
SPOT vs FSLR
+34.7%
+221.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | -3.0% | -8.4% | +5.5% | -2.7% |
| 30D | +15.2% | -0.9% | +16.1% | +15.2% |
| 3M | +21.6% | -26.1% | +47.6% | +23.0% |
| 6M | +45.2% | -23.6% | +68.8% | +46.3% |
| YTD | +4.9% | -31.8% | +36.7% | +6.4% |
| 1Y | -4.8% | -32.6% | +27.8% | -3.4% |
| All | +255.9% | +34.7% | +221.1% | +235.8% |
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