+297.9%
SPY vs FSLR
+550.7%
-252.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.1% |
| 7D | -2.7% | +15.3% | -18.0% | -4.6% |
| 30D | -5.4% | +11.7% | -17.1% | -6.9% |
| 3M | -4.1% | -17.6% | +13.5% | -1.9% |
| 6M | +0.7% | -7.7% | +8.4% | +0.9% |
| YTD | +8.7% | -23.0% | +31.7% | +10.9% |
| 1Y | +10.9% | -26.0% | +36.9% | +13.6% |
| 3Y | +75.0% | +36.9% | +38.1% | +55.4% |
| 5Y | +67.8% | +72.9% | -5.1% | +36.7% |
| All | +297.9% | +550.7% | -252.8% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling