+1,643.5%
SMCI vs FSLR
+461.4%
+1,182.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.5% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +18.3% | -14.0% | +32.3% | +22.9% |
| 3M | +27.7% | -16.9% | +44.6% | +34.6% |
| 6M | +17.6% | +4.7% | +12.8% | +17.9% |
| YTD | +27.7% | -20.7% | +48.4% | +35.7% |
| 1Y | -14.9% | +1.7% | -16.5% | -15.8% |
| 3Y | +33.2% | +13.1% | +20.1% | +23.2% |
| 5Y | +921.6% | +108.4% | +813.2% | +697.4% |
| All | +1,643.5% | +461.4% | +1,182.0% | +932.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling