-96.7%
SPWR vs SPY
+108.4%
-205.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.3% |
| 7D | +27.5% | +0.5% | +26.9% | +27.3% |
| 30D | +24.6% | -0.9% | +25.6% | +27.7% |
| 3M | -62.9% | +3.9% | -66.8% | -64.6% |
| 6M | -72.8% | +14.5% | -87.4% | -77.6% |
| YTD | -78.7% | +12.9% | -91.6% | -82.0% |
| 1Y | -77.7% | +19.4% | -97.1% | -82.3% |
| 3Y | -85.4% | +78.5% | -163.9% | -91.8% |
| All | -96.7% | +108.4% | -205.1% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling