+250.6%
SMH vs FSLR
+64.7%
+185.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.2% |
| 7D | +0.5% | -8.4% | +9.0% | +2.5% |
| 30D | -14.2% | -0.9% | -13.3% | -14.3% |
| 3M | -11.5% | -26.1% | +14.6% | -5.4% |
| 6M | -12.0% | -23.6% | +11.6% | -6.7% |
| YTD | +40.8% | -31.8% | +72.6% | +51.5% |
| 1Y | +44.9% | -32.6% | +77.4% | +56.1% |
| 3Y | +226.7% | +33.0% | +193.7% | +176.9% |
| 5Y | +250.6% | +56.8% | +193.8% | +146.2% |
| All | +250.6% | +64.7% | +185.9% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling