+3,249.5%
SMH vs FSLR
+603.3%
+2,646.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | -0.4% |
| 7D | +12.1% | -12.0% | +24.0% | +14.9% |
| 30D | -14.7% | -7.7% | -7.0% | -13.5% |
| 3M | -14.2% | -24.0% | +9.8% | -9.8% |
| 6M | -10.6% | -24.4% | +13.8% | -5.9% |
| YTD | +39.3% | -34.0% | +73.4% | +49.3% |
| 1Y | +41.6% | -35.6% | +77.2% | +52.2% |
| 3Y | +223.4% | +28.7% | +194.7% | +186.9% |
| 5Y | +243.5% | +55.3% | +188.1% | +182.4% |
| 10Y | +1,506.6% | +437.4% | +1,069.2% | +889.8% |
| All | +3,249.5% | +603.3% | +2,646.2% | +1,710.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling