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  • SMCI vs FSLR✓SelectedUSD · FSLRSMCI vs FSLR performance historyLatest closeAs of+1.69%09/08
Stock and ETF performance explorer

SMCI vs FSLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,495.9%
FSLR return
+281.7%
Excess return
+4,214.2%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFSLRExcessAlpha
1D+1.7%+4.3%-2.6%+0.8%
7D+9.7%+6.8%+2.9%+8.1%
30D+29.3%-14.7%+44.0%+33.4%
3M-8.5%-22.6%+14.1%-2.9%
6M+28.6%+12.7%+15.9%+26.8%
YTD+37.5%-18.4%+55.9%+43.3%
1Y+0.5%+4.9%-4.4%-0.9%
3Y+43.4%+16.4%+27.1%+35.2%
5Y+1,008.2%+123.5%+884.7%+797.2%
10Y+1,776.0%+454.3%+1,321.7%+1,096.4%
All+4,495.9%+281.7%+4,214.2%+2,274.2%

Cumulative growth

Daily Returns

Daily percentage return beside FSLR.

Daily Out/Under-Performance

Portfolio return minus FSLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FSLR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FSLR 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling