+311.5%
SPY vs FSLR
+464.5%
-152.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -1.1% |
| 7D | +0.5% | +6.8% | -6.3% | -0.4% |
| 30D | -0.9% | -14.7% | +13.8% | +1.1% |
| 3M | +3.9% | -22.6% | +26.4% | +7.2% |
| 6M | +14.5% | +12.7% | +1.8% | +11.9% |
| YTD | +12.9% | -18.4% | +31.3% | +14.6% |
| 1Y | +19.4% | +4.9% | +14.4% | +16.4% |
| 3Y | +78.5% | +16.4% | +62.1% | +63.2% |
| 5Y | +81.8% | +123.5% | -41.7% | +42.7% |
| 10Y | +311.5% | +454.3% | -142.8% | +161.0% |
| All | +311.5% | +464.5% | -152.9% | +161.0% |
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