+726.4%
FSLR vs SM
+11.6%
+714.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -13.7% | +26.3% | -40.0% | -18.2% |
| 3M | -35.1% | +8.7% | -43.8% | -37.1% |
| 6M | +3.6% | +51.7% | -48.0% | -8.0% |
| YTD | -21.7% | +99.0% | -120.8% | -34.8% |
| 1Y | +1.3% | +34.6% | -33.3% | -8.8% |
| 3Y | +9.7% | -7.8% | +17.5% | +3.7% |
| 5Y | +117.4% | +104.8% | +12.6% | +61.0% |
| 10Y | +435.5% | +7.2% | +428.2% | +182.3% |
| All | +726.4% | +11.6% | +714.8% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling