+276.4%
FSLR vs SITM
+4,608.4%
-4,332.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -8.0% | -2.7% |
| 7D | 0.0% | +9.7% | -9.7% | -1.9% |
| 30D | -13.7% | +12.7% | -26.4% | -16.5% |
| 3M | -35.1% | -13.4% | -21.7% | -34.3% |
| 6M | +3.6% | +59.6% | -56.0% | -8.1% |
| YTD | -21.7% | +73.3% | -95.0% | -32.4% |
| 1Y | +1.3% | +165.5% | -164.3% | -20.8% |
| 3Y | +9.7% | +368.7% | -359.0% | -30.2% |
| 5Y | +117.4% | +172.5% | -55.1% | +40.6% |
| All | +276.4% | +4,608.4% | -4,332.0% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling