-97.7%
SPWR vs SPY
+104.6%
-202.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.1% |
| 7D | +3.6% | -0.6% | +4.2% | +3.6% |
| 30D | -17.9% | -3.7% | -14.2% | -13.2% |
| 3M | -5.2% | -2.7% | -2.5% | -0.6% |
| 6M | -78.5% | +2.2% | -80.7% | -79.0% |
| YTD | -85.1% | +10.8% | -95.9% | -87.1% |
| 1Y | -86.1% | +11.2% | -97.4% | -88.0% |
| 3Y | -76.2% | +76.5% | -152.6% | -86.2% |
| All | -97.7% | +104.6% | -202.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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