+466.4%
FSLR vs SIMO
+395.4%
+71.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.2% |
| 7D | -2.6% | -16.0% | +13.4% | +0.3% |
| 30D | +1.8% | -35.8% | +37.5% | +9.8% |
| 3M | -24.4% | -26.5% | +2.1% | -21.8% |
| 6M | -17.7% | -33.0% | +15.3% | -14.5% |
| YTD | -30.7% | +84.3% | -115.1% | -45.5% |
| 1Y | -33.6% | +82.0% | -115.6% | -47.6% |
| 3Y | +35.1% | +218.5% | -183.4% | -10.2% |
| 5Y | +63.1% | +175.0% | -112.0% | +6.3% |
| 10Y | +466.4% | +407.5% | +58.9% | +183.9% |
| All | +466.4% | +395.4% | +71.0% | +183.9% |
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