+105.4%
FSLR vs SITM
+164.5%
-59.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.2% | -4.4% |
| 7D | +0.2% | +3.7% | -3.5% | -0.6% |
| 30D | -15.1% | -14.5% | -0.6% | -12.8% |
| 3M | -22.5% | -10.6% | -12.0% | -22.1% |
| 6M | +4.0% | +65.5% | -61.6% | -9.0% |
| YTD | -22.3% | +67.0% | -89.3% | -33.0% |
| 1Y | 0.0% | +138.6% | -138.6% | -21.4% |
| 3Y | +10.9% | +421.8% | -411.0% | -34.5% |
| 5Y | +105.4% | +172.4% | -67.1% | +26.3% |
| All | +105.4% | +164.5% | -59.1% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling