+3,685.3%
SMH vs FSLR
+734.5%
+2,950.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -0.5% | -13.7% | +13.2% | +2.4% |
| 3M | -9.6% | -35.1% | +25.4% | -1.4% |
| 6M | +42.1% | +3.6% | +38.4% | +40.8% |
| YTD | +57.4% | -21.7% | +79.2% | +63.7% |
| 1Y | +96.2% | +1.3% | +94.9% | +92.9% |
| 3Y | +267.9% | +9.7% | +258.2% | +237.4% |
| 5Y | +327.7% | +117.4% | +210.3% | +229.6% |
| 10Y | +1,764.6% | +435.5% | +1,329.1% | +1,043.4% |
| All | +3,685.3% | +734.5% | +2,950.8% | +1,885.8% |
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