+123.5%
FSLR vs SMTC
+110.0%
+13.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.0% | -5.7% | +2.1% |
| 7D | +6.8% | +22.9% | -16.1% | +1.8% |
| 30D | -14.7% | +16.6% | -31.4% | -18.6% |
| 3M | -22.6% | +2.4% | -25.0% | -24.6% |
| 6M | +12.7% | +98.3% | -85.6% | -6.1% |
| YTD | -18.4% | +120.7% | -139.0% | -34.0% |
| 1Y | +4.9% | +168.3% | -163.3% | -19.2% |
| 3Y | +16.4% | +571.7% | -555.3% | -39.6% |
| 5Y | +123.5% | +114.0% | +9.5% | +80.1% |
| All | +123.5% | +110.0% | +13.4% | +80.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling