+9.6%
FSLR vs SIMO
+418.6%
-408.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.9% |
| 7D | 0.0% | +4.2% | -4.2% | -0.8% |
| 30D | -13.7% | +4.1% | -17.7% | -14.8% |
| 3M | -35.1% | -12.9% | -22.2% | -34.5% |
| 6M | +3.6% | +110.3% | -106.7% | -11.8% |
| YTD | -21.7% | +178.6% | -200.3% | -39.9% |
| 1Y | +1.3% | +220.0% | -218.7% | -26.0% |
| All | +9.6% | +418.6% | -408.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling