+16.4%
FSLR vs SITM
+409.8%
-393.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.7% |
| 7D | +6.8% | +8.4% | -1.5% | +5.1% |
| 30D | -14.7% | -17.4% | +2.7% | -12.0% |
| 3M | -22.6% | -9.8% | -12.7% | -22.3% |
| 6M | +12.7% | +83.0% | -70.3% | -1.5% |
| YTD | -18.4% | +69.6% | -87.9% | -28.5% |
| 1Y | +4.9% | +144.9% | -140.0% | -15.4% |
| 3Y | +16.4% | +429.9% | -413.5% | -30.4% |
| All | +16.4% | +409.8% | -393.4% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling