+52.6%
FSLR vs SITM
+73.6%
-21.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.6% |
| 7D | -14.8% | +6.6% | -21.4% | -16.1% |
| 30D | -4.3% | -15.3% | +11.0% | -2.2% |
| 3M | -23.4% | -35.4% | +12.0% | -18.1% |
| 6M | -26.9% | -46.8% | +19.8% | -19.9% |
| YTD | -34.4% | +25.9% | -60.3% | -41.2% |
| 1Y | -33.2% | +54.0% | -87.2% | -42.8% |
| 3Y | +28.1% | +315.6% | -287.5% | -22.6% |
| All | +52.6% | +73.6% | -21.0% | +1.3% |
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