+284.8%
FSLR vs SITM
+4,789.7%
-4,504.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | -0.2% |
| 7D | +2.2% | +3.9% | -1.6% | +1.5% |
| 30D | -7.8% | -6.6% | -1.2% | -7.0% |
| 3M | -22.9% | -11.9% | -11.0% | -22.3% |
| 6M | +4.4% | +81.1% | -76.8% | -9.6% |
| YTD | -20.0% | +80.0% | -100.0% | -31.4% |
| 1Y | +2.8% | +145.8% | -143.0% | -18.4% |
| 3Y | +16.5% | +475.9% | -459.3% | -28.8% |
| 5Y | +110.3% | +189.2% | -78.9% | +34.5% |
| All | +284.8% | +4,789.7% | -4,504.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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