+631.5%
FSLR vs SMTC
+743.2%
-111.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.6% |
| 7D | -2.6% | -10.9% | +8.3% | -0.8% |
| 30D | +1.8% | -39.4% | +41.2% | +17.7% |
| 3M | -24.4% | -13.5% | -10.8% | -26.1% |
| 6M | -17.7% | -6.8% | -10.9% | -23.7% |
| YTD | -30.7% | +54.0% | -84.7% | -48.8% |
| 1Y | -33.6% | +50.8% | -84.4% | -50.7% |
| 3Y | +35.1% | +677.3% | -642.2% | -62.3% |
| 5Y | +63.1% | +28.7% | +34.3% | -2.8% |
| 10Y | +466.4% | +339.9% | +126.6% | +42.3% |
| All | +631.5% | +743.2% | -111.6% | +5.9% |
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 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