+126.0%
SMR vs FSLR
+36.9%
+89.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -1.0% |
| 7D | -2.8% | -2.6% | -0.1% | -1.7% |
| 30D | -27.5% | +1.8% | -29.3% | -28.5% |
| 3M | -43.1% | -24.4% | -18.8% | -34.1% |
| 6M | -58.4% | -17.7% | -40.7% | -53.7% |
| YTD | -63.2% | -30.7% | -32.4% | -56.3% |
| 1Y | -81.6% | -33.6% | -48.0% | -77.6% |
| All | +126.0% | +36.9% | +89.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling