+324.6%
FSLR vs SFM
+132.6%
+192.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -13.7% | -4.4% | -9.3% | -13.2% |
| 3M | -35.1% | +1.5% | -36.6% | -35.6% |
| 6M | +3.6% | +6.5% | -2.8% | +1.4% |
| YTD | -21.7% | +2.2% | -23.9% | -23.1% |
| 1Y | +1.3% | -41.9% | +43.2% | +8.4% |
| 3Y | +9.7% | +106.8% | -97.1% | -7.6% |
| 5Y | +117.4% | +231.6% | -114.2% | +65.0% |
| 10Y | +435.5% | +258.4% | +177.1% | +277.8% |
| All | +324.6% | +132.6% | +192.0% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling