-97.9%
SPWR vs SPY
+106.5%
-204.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.3% |
| 7D | -13.5% | +3.3% | -16.8% | -18.2% |
| 30D | -21.8% | -2.7% | -19.1% | -18.7% |
| 3M | -8.2% | -1.7% | -6.5% | -5.3% |
| 6M | -78.1% | +3.1% | -81.2% | -78.9% |
| YTD | -86.5% | +11.9% | -98.4% | -88.5% |
| 1Y | -87.7% | +12.0% | -99.7% | -89.4% |
| 3Y | -78.4% | +78.2% | -156.6% | -87.7% |
| All | -97.9% | +106.5% | -204.4% | -98.8% |
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