+420.9%
FSLR vs SMTC
+351.6%
+69.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.4% | -2.1% |
| 7D | -12.0% | +30.5% | -42.5% | -18.4% |
| 30D | -7.7% | -30.9% | +23.2% | -0.6% |
| 3M | -24.0% | -14.7% | -9.3% | -24.6% |
| 6M | -24.4% | -9.6% | -14.9% | -27.4% |
| YTD | -34.0% | +62.1% | -96.1% | -47.2% |
| 1Y | -35.6% | +66.6% | -102.2% | -49.0% |
| 3Y | +28.7% | +718.1% | -689.4% | -49.0% |
| 5Y | +55.3% | +32.8% | +22.5% | +12.3% |
| All | +420.9% | +351.6% | +69.3% | +162.6% |
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