+496.9%
FSLR vs SFM
+146.8%
+350.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -4.8% |
| 7D | +5.3% | -10.2% | +15.5% | +6.3% |
| 30D | +7.8% | -23.9% | +31.6% | +10.2% |
| 3M | -23.4% | -42.3% | +18.9% | -19.5% |
| 6M | -12.9% | -40.1% | +27.3% | -9.2% |
| YTD | -26.7% | -37.8% | +11.1% | -24.2% |
| 1Y | -28.4% | -37.1% | +8.7% | -26.2% |
| 3Y | +44.6% | +21.5% | +23.0% | +35.2% |
| 5Y | +67.9% | +103.8% | -35.8% | +47.2% |
| 10Y | +496.9% | +142.0% | +354.9% | +396.1% |
| All | +496.9% | +146.8% | +350.1% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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