-85.6%
SMR vs FSLR
-24.3%
-61.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.6% | -9.1% | -7.3% |
| 7D | -9.5% | +10.3% | -19.9% | -15.3% |
| 30D | -33.2% | +10.4% | -43.6% | -37.4% |
| 3M | -45.9% | -20.2% | -25.8% | -38.2% |
| 6M | -57.9% | -8.0% | -49.9% | -55.1% |
| YTD | -63.8% | -25.5% | -38.3% | -58.1% |
| 1Y | -85.6% | -26.0% | -59.6% | -83.2% |
| All | -85.6% | -24.3% | -61.4% | -83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling