-0.3%
FSLR vs SITM
+135.9%
-136.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.2% | -4.5% |
| 7D | +0.2% | +3.7% | -3.5% | -0.5% |
| 30D | -15.1% | -14.5% | -0.6% | -13.2% |
| 3M | -22.5% | -10.6% | -12.0% | -22.2% |
| 6M | +4.0% | +65.5% | -61.6% | -4.0% |
| YTD | -22.3% | +67.0% | -89.3% | -28.6% |
| All | -0.3% | +135.9% | -136.3% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling