+720.9%
FSLR vs SNY
+130.0%
+590.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.0% | -4.4% |
| 7D | +0.2% | -3.6% | +3.9% | +2.2% |
| 30D | -15.1% | -1.4% | -13.7% | -14.6% |
| 3M | -22.5% | -4.2% | -18.3% | -21.2% |
| 6M | +4.0% | +2.0% | +2.0% | +1.6% |
| YTD | -22.3% | -6.7% | -15.6% | -20.8% |
| 1Y | 0.0% | -4.7% | +4.7% | -0.1% |
| 3Y | +10.9% | -8.1% | +19.0% | +7.7% |
| 5Y | +105.4% | +8.2% | +97.2% | +72.6% |
| 10Y | +447.0% | +64.8% | +382.2% | +214.8% |
| All | +720.9% | +130.0% | +590.9% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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