+674.5%
FSLR vs SMTC
+765.2%
-90.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +12.8% | -17.6% | -9.3% |
| 7D | +5.3% | -4.8% | +10.1% | +4.7% |
| 30D | +7.8% | -37.8% | +45.6% | +23.5% |
| 3M | -23.4% | -16.5% | -6.9% | -24.1% |
| 6M | -12.9% | -4.4% | -8.5% | -20.0% |
| YTD | -26.7% | +58.0% | -84.7% | -46.3% |
| 1Y | -28.4% | +62.0% | -90.4% | -48.3% |
| 3Y | +44.6% | +745.7% | -701.1% | -61.2% |
| 5Y | +67.9% | +29.0% | +38.9% | +0.4% |
| 10Y | +496.9% | +351.4% | +145.6% | +48.6% |
| All | +674.5% | +765.2% | -90.7% | +11.0% |
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