+286.7%
SMH vs FSLR
+15.2%
+271.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.2% |
| 7D | +5.2% | +6.8% | -1.6% | +3.6% |
| 30D | -1.5% | -14.7% | +13.2% | +2.0% |
| 3M | -4.1% | -22.6% | +18.5% | +1.5% |
| 6M | +50.8% | +12.7% | +38.1% | +47.6% |
| YTD | +59.3% | -18.4% | +77.7% | +64.8% |
| 1Y | +94.1% | +4.9% | +89.1% | +90.1% |
| 3Y | +286.7% | +16.4% | +270.3% | +247.3% |
| All | +286.7% | +15.2% | +271.6% | +247.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling