-26.0%
FSLR vs SMTC
+70.8%
-96.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.9% | +17.5% | +7.3% |
| 7D | +10.3% | -24.5% | +34.8% | +16.6% |
| 30D | +10.4% | -42.5% | +52.9% | +23.5% |
| 3M | -20.2% | -14.1% | -6.1% | -21.4% |
| 6M | -8.0% | +3.6% | -11.6% | -13.5% |
| YTD | -25.5% | +50.6% | -76.1% | -39.4% |
| 1Y | -26.0% | +72.2% | -98.2% | -44.0% |
| All | -26.0% | +70.8% | -96.8% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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