+526.6%
FSLR vs SM
+7.9%
+518.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.8% | +2.6% |
| 7D | +15.3% | -25.9% | +41.2% | +19.2% |
| 30D | +11.7% | -15.1% | +26.8% | +13.4% |
| 3M | -17.6% | +4.9% | -22.5% | -18.9% |
| 6M | -7.7% | +6.1% | -13.9% | -9.9% |
| YTD | -23.0% | +63.4% | -86.4% | -29.6% |
| 1Y | -26.0% | +72.5% | -98.5% | -33.0% |
| 3Y | +36.9% | -16.9% | +53.8% | +33.6% |
| 5Y | +72.9% | -10.6% | +83.6% | +62.6% |
| All | +526.6% | +7.9% | +518.7% | +337.1% |
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