+1,475.7%
SMH vs FSLR
+429.3%
+1,046.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +4.9% | -14.8% | +19.7% | +9.2% |
| 30D | -13.8% | -4.3% | -9.5% | -13.1% |
| 3M | -17.4% | -23.4% | +6.0% | -12.1% |
| 6M | -15.0% | -26.9% | +12.0% | -8.5% |
| YTD | +35.2% | -34.4% | +69.6% | +47.6% |
| 1Y | +41.6% | -33.2% | +74.8% | +53.7% |
| 3Y | +215.6% | +28.1% | +187.6% | +166.0% |
| 5Y | +233.2% | +54.5% | +178.7% | +146.6% |
| All | +1,475.7% | +429.3% | +1,046.4% | +729.9% |
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