+495.8%
FSLR vs SIMO
+379.7%
+116.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +1.9% |
| 7D | +15.3% | -22.0% | +37.3% | +20.3% |
| 30D | +11.7% | -43.0% | +54.7% | +23.5% |
| 3M | -17.6% | -39.1% | +21.5% | -11.3% |
| 6M | -7.7% | -33.3% | +25.5% | -4.0% |
| YTD | -23.0% | +77.0% | -100.0% | -38.9% |
| 1Y | -26.0% | +73.0% | -99.1% | -41.0% |
| 3Y | +36.9% | +215.7% | -178.9% | -8.9% |
| 5Y | +72.9% | +155.6% | -82.7% | +15.0% |
| All | +495.8% | +379.7% | +116.1% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling