+447.0%
FSLR vs SMTC
+504.7%
-57.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.0% |
| 7D | +0.2% | +22.5% | -22.2% | -5.3% |
| 30D | -15.1% | +24.9% | -40.0% | -21.3% |
| 3M | -22.5% | +4.1% | -26.6% | -25.4% |
| 6M | +4.0% | +92.6% | -88.6% | -16.7% |
| YTD | -22.3% | +122.5% | -144.7% | -40.6% |
| 1Y | 0.0% | +166.2% | -166.2% | -27.9% |
| 3Y | +10.9% | +577.2% | -566.3% | -50.4% |
| 5Y | +105.4% | +119.0% | -13.6% | +32.0% |
| 10Y | +447.0% | +527.9% | -80.9% | +181.3% |
| All | +447.0% | +504.7% | -57.7% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling