+16.4%
FSLR vs SEI
+565.9%
-549.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +16.3% | -12.0% | +2.7% |
| 7D | +6.8% | +28.8% | -22.0% | +4.1% |
| 30D | -14.7% | +10.4% | -25.1% | -15.8% |
| 3M | -22.6% | -11.4% | -11.1% | -22.3% |
| 6M | +12.7% | +31.2% | -18.5% | +10.0% |
| YTD | -18.4% | +39.7% | -58.1% | -21.0% |
| 1Y | +4.9% | +149.0% | -144.0% | -1.0% |
| 3Y | +16.4% | +560.2% | -543.8% | -5.6% |
| All | +16.4% | +565.9% | -549.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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