+454.3%
FSLR vs SFM
+293.3%
+161.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.5% | +10.8% | +5.0% |
| 7D | +6.8% | -5.8% | +12.6% | +7.5% |
| 30D | -14.7% | -11.4% | -3.4% | -13.7% |
| 3M | -22.6% | -12.2% | -10.4% | -21.7% |
| 6M | +12.7% | -5.2% | +17.9% | +12.3% |
| YTD | -18.4% | -4.5% | -13.9% | -18.9% |
| 1Y | +4.9% | -45.4% | +50.3% | +11.6% |
| 3Y | +16.4% | +91.1% | -74.7% | +3.1% |
| 5Y | +123.5% | +226.8% | -103.3% | +82.8% |
| 10Y | +454.3% | +291.9% | +162.4% | +360.0% |
| All | +454.3% | +293.3% | +161.0% | +360.0% |
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