+453.5%
FSLR vs SSNC
+169.0%
+284.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.1% | -6.7% | +6.6% | +2.8% |
| 30D | -14.0% | -0.8% | -13.2% | -13.8% |
| 3M | -16.9% | +16.1% | -32.9% | -22.7% |
| 6M | +4.7% | +7.9% | -3.2% | 0.0% |
| YTD | -20.7% | -8.7% | -12.0% | -19.1% |
| 1Y | +1.7% | -9.5% | +11.2% | +4.0% |
| 3Y | +13.1% | +47.7% | -34.6% | -10.8% |
| 5Y | +108.4% | +17.6% | +90.8% | +80.7% |
| All | +453.5% | +169.0% | +284.5% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling