+44.6%
FSLR vs SMTC
+696.5%
-651.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.8% | -17.6% | -7.0% |
| 7D | +5.3% | -4.8% | +10.1% | +5.2% |
| 30D | +7.8% | -37.8% | +45.6% | +15.9% |
| 3M | -23.4% | -16.5% | -6.9% | -23.4% |
| 6M | -12.9% | -4.4% | -8.5% | -15.6% |
| YTD | -26.7% | +58.0% | -84.7% | -35.9% |
| 1Y | -28.4% | +62.0% | -90.4% | -37.8% |
| 3Y | +44.6% | +745.7% | -701.1% | -23.5% |
| All | +44.6% | +696.5% | -651.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling