+73.5%
SPYM vs FSLR
+60.7%
+12.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.2% |
| 7D | -0.6% | -2.6% | +2.1% | -0.3% |
| 30D | -3.7% | +1.8% | -5.4% | -4.0% |
| 3M | -2.7% | -24.4% | +21.7% | 0.0% |
| 6M | +2.2% | -17.7% | +20.0% | +3.7% |
| YTD | +10.9% | -30.7% | +41.6% | +14.0% |
| 1Y | +11.3% | -33.6% | +44.9% | +14.8% |
| 3Y | +76.8% | +35.1% | +41.7% | +59.2% |
| 5Y | +73.5% | +63.1% | +10.5% | +40.4% |
| All | +73.5% | +60.7% | +12.8% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling