-48.1%
SMR vs FSLR
+140.8%
-188.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -1.5% |
| 7D | -2.8% | -2.6% | -0.1% | -1.9% |
| 30D | -27.5% | +1.8% | -29.3% | -28.3% |
| 3M | -43.1% | -24.4% | -18.8% | -35.8% |
| 6M | -58.4% | -17.7% | -40.7% | -54.5% |
| YTD | -63.2% | -30.7% | -32.4% | -57.4% |
| 1Y | -81.6% | -33.6% | -48.0% | -78.3% |
| 3Y | +149.8% | +35.1% | +114.6% | +112.6% |
| All | -48.1% | +140.8% | -188.9% | -62.0% |
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