+5.2%
SSPC vs FSLR
-28.7%
+33.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.6% | +3.2% | +10.5% |
| 7D | +11.8% | +10.3% | +1.5% | +18.8% |
| 30D | +44.7% | +10.4% | +34.3% | +54.7% |
| 3M | -40.7% | -20.2% | -20.5% | -45.1% |
| All | +5.2% | -28.7% | +33.9% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling