+371.1%
FSLR vs SEI
+605.9%
-234.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.4% |
| 7D | -14.8% | +10.5% | -25.2% | -16.1% |
| 30D | -4.3% | -8.0% | +3.7% | -4.3% |
| 3M | -23.4% | +6.7% | -30.1% | -25.7% |
| 6M | -26.9% | -17.0% | -9.9% | -27.0% |
| YTD | -34.4% | +39.7% | -74.1% | -39.9% |
| 1Y | -33.2% | +43.2% | -76.4% | -39.1% |
| 3Y | +28.1% | +676.3% | -648.3% | -21.5% |
| 5Y | +54.5% | +891.0% | -836.5% | -14.1% |
| All | +371.1% | +605.9% | -234.8% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling