+7.5%
SMR vs FSLR
+170.2%
-162.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.5% | -1.2% |
| 7D | +13.1% | +0.2% | +12.8% | +13.2% |
| 30D | +17.8% | -15.1% | +32.9% | +27.0% |
| 3M | +8.1% | -22.5% | +30.6% | +21.5% |
| 6M | -11.1% | +4.0% | -15.1% | -11.7% |
| YTD | -23.7% | -22.3% | -1.5% | -15.8% |
| 1Y | -69.4% | 0.0% | -69.4% | -69.1% |
| 3Y | +82.6% | +10.9% | +71.7% | +59.1% |
| All | +7.5% | +170.2% | -162.7% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling