+16.4%
FSLR vs SMTC
+556.3%
-539.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.0% | -5.7% | +2.3% |
| 7D | +6.8% | +22.9% | -16.1% | +2.2% |
| 30D | -14.7% | +16.6% | -31.4% | -18.2% |
| 3M | -22.6% | +2.4% | -25.0% | -24.4% |
| 6M | +12.7% | +98.3% | -85.6% | -3.9% |
| YTD | -18.4% | +120.7% | -139.0% | -32.2% |
| 1Y | +4.9% | +168.3% | -163.3% | -16.3% |
| 3Y | +16.4% | +571.7% | -555.3% | -36.9% |
| All | +16.4% | +556.3% | -539.9% | -36.9% |
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 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