+688.6%
SPY vs FSLR
+734.5%
-45.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -13.7% | +13.7% | +2.0% |
| 3M | +2.0% | -35.1% | +37.1% | +7.9% |
| 6M | +13.0% | +3.6% | +9.4% | +11.6% |
| YTD | +13.5% | -21.7% | +35.3% | +15.9% |
| 1Y | +20.0% | +1.3% | +18.7% | +17.6% |
| 3Y | +77.2% | +9.7% | +67.5% | +63.8% |
| 5Y | +81.9% | +117.4% | -35.5% | +46.7% |
| 10Y | +314.1% | +435.5% | -121.4% | +173.7% |
| All | +688.6% | +734.5% | -45.9% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling