+11.1%
SMR vs FSLR
+183.7%
-172.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.3% | +11.0% | +13.3% |
| 7D | +21.4% | +6.8% | +14.6% | +18.1% |
| 30D | +13.8% | -14.7% | +28.6% | +22.6% |
| 3M | +3.9% | -22.6% | +26.5% | +16.8% |
| 6M | -4.2% | +12.7% | -16.9% | -8.1% |
| YTD | -21.1% | -18.4% | -2.7% | -14.9% |
| 1Y | -67.1% | +4.9% | -72.0% | -67.5% |
| 3Y | +88.9% | +16.4% | +72.5% | +60.9% |
| All | +11.1% | +183.7% | -172.6% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling