-97.3%
SPWR vs SPY
+100.6%
-197.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +0.3% | +11.9% | +11.7% |
| 7D | +19.6% | -2.7% | +22.3% | +24.5% |
| 30D | -6.1% | -5.4% | -0.7% | +2.6% |
| 3M | +13.6% | -4.1% | +17.7% | +22.7% |
| 6M | -73.3% | +0.7% | -74.0% | -73.1% |
| YTD | -82.5% | +8.7% | -91.2% | -84.2% |
| 1Y | -82.6% | +10.9% | -93.5% | -84.7% |
| 3Y | -77.8% | +75.0% | -152.8% | -86.7% |
| All | -97.3% | +100.6% | -197.8% | -98.4% |
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