+420.9%
FSLR vs SM
+18.2%
+402.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.4% | -3.9% |
| 7D | -12.0% | +10.6% | -22.6% | -13.1% |
| 30D | -7.7% | -15.0% | +7.3% | -6.3% |
| 3M | -24.0% | +1.7% | -25.7% | -24.8% |
| 6M | -24.4% | +5.9% | -30.3% | -26.2% |
| YTD | -34.0% | +79.0% | -113.0% | -40.4% |
| 1Y | -35.6% | +84.7% | -120.3% | -42.1% |
| 3Y | +28.7% | -3.5% | +32.1% | +23.3% |
| 5Y | +55.3% | +4.9% | +50.4% | +43.2% |
| All | +420.9% | +18.2% | +402.7% | +258.4% |
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 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