0.0%
FSLR vs SMTC
+168.8%
-168.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.0% |
| 7D | +0.2% | +22.5% | -22.2% | -4.9% |
| 30D | -15.1% | +24.9% | -40.0% | -21.1% |
| 3M | -22.5% | +4.1% | -26.6% | -24.9% |
| 6M | +4.0% | +92.6% | -88.6% | -13.8% |
| YTD | -22.3% | +122.5% | -144.7% | -38.5% |
| 1Y | 0.0% | +166.2% | -166.2% | -21.9% |
| All | 0.0% | +168.8% | -168.7% | -21.9% |
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