+116.4%
FSLR vs SIMO
+269.6%
-153.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.8% |
| 7D | 0.0% | +4.2% | -4.2% | -0.7% |
| 30D | -13.7% | +4.1% | -17.7% | -14.7% |
| 3M | -35.1% | -12.9% | -22.2% | -34.6% |
| 6M | +3.6% | +110.3% | -106.7% | -10.3% |
| YTD | -21.7% | +178.6% | -200.3% | -37.0% |
| 1Y | +1.3% | +220.0% | -218.7% | -21.0% |
| 3Y | +9.7% | +409.0% | -399.3% | -22.8% |
| All | +116.4% | +269.6% | -153.2% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling