+454.3%
FSLR vs SM
+12.3%
+442.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.8% |
| 7D | +6.8% | -0.2% | +7.0% | +6.8% |
| 30D | -14.7% | +31.5% | -46.2% | -17.8% |
| 3M | -22.6% | +17.3% | -39.9% | -24.7% |
| 6M | +12.7% | +48.5% | -35.8% | +5.5% |
| YTD | -18.4% | +106.3% | -124.6% | -27.0% |
| 1Y | +4.9% | +47.3% | -42.4% | -2.4% |
| 3Y | +16.4% | -1.4% | +17.8% | +11.9% |
| 5Y | +123.5% | +114.0% | +9.4% | +90.1% |
| 10Y | +454.3% | +12.5% | +441.8% | +292.1% |
| All | +454.3% | +12.3% | +442.0% | +292.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling