+1,789.8%
SMH vs FSLR
+461.4%
+1,328.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.3% |
| 30D | -2.2% | -14.0% | +11.8% | +1.5% |
| 3M | -1.9% | -16.9% | +15.0% | +2.8% |
| 6M | +41.0% | +4.7% | +36.3% | +39.0% |
| YTD | +55.6% | -20.7% | +76.3% | +62.6% |
| 1Y | +86.8% | +1.7% | +85.2% | +82.3% |
| 3Y | +277.7% | +13.1% | +264.6% | +232.1% |
| 5Y | +324.2% | +108.4% | +215.8% | +193.2% |
| All | +1,789.8% | +461.4% | +1,328.3% | +873.7% |
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