-26.0%
FSLR vs SIMO
+94.5%
-120.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.6% | +14.2% | +5.4% |
| 7D | +10.3% | -16.9% | +27.2% | +11.9% |
| 30D | +10.4% | -35.4% | +45.8% | +14.3% |
| 3M | -20.2% | -31.9% | +11.7% | -18.1% |
| 6M | -8.0% | -19.3% | +11.3% | -5.4% |
| YTD | -25.5% | +98.5% | -124.0% | -27.5% |
| 1Y | -26.0% | +100.5% | -126.5% | -28.7% |
| All | -26.0% | +94.5% | -120.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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 · 6 months rolling