+1.3%
FSLR vs SM
+36.8%
-35.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.7% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -13.7% | +25.6% | -39.2% | -12.0% |
| 3M | -35.1% | +8.0% | -43.1% | -33.9% |
| 6M | +3.6% | +50.8% | -47.2% | +4.5% |
| YTD | -21.7% | +97.9% | -119.6% | -21.8% |
| 1Y | +1.3% | +33.8% | -32.5% | +0.4% |
| All | +1.3% | +36.8% | -35.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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