+726.4%
FSLR vs SMTC
+998.7%
-272.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.7% | -4.9% |
| 7D | 0.0% | +12.7% | -12.8% | -4.6% |
| 30D | -13.7% | +22.0% | -35.6% | -21.7% |
| 3M | -35.1% | -12.7% | -22.4% | -34.3% |
| 6M | +3.6% | +64.8% | -61.1% | -19.9% |
| YTD | -21.7% | +100.7% | -122.4% | -44.6% |
| 1Y | +1.3% | +146.9% | -145.6% | -34.8% |
| 3Y | +9.7% | +456.8% | -447.1% | -62.1% |
| 5Y | +117.4% | +89.2% | +28.1% | +16.3% |
| 10Y | +435.5% | +426.9% | +8.6% | +34.9% |
| All | +726.4% | +998.7% | -272.3% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling