+420.9%
FSLR vs SSNC
+184.2%
+236.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -12.0% | +1.4% | -13.3% | -12.5% |
| 30D | -7.7% | -2.6% | -5.0% | -7.0% |
| 3M | -24.0% | -0.6% | -23.4% | -24.3% |
| 6M | -24.4% | +19.9% | -44.3% | -31.1% |
| YTD | -34.0% | -8.2% | -25.9% | -33.2% |
| 1Y | -35.6% | -5.5% | -30.0% | -35.6% |
| 3Y | +28.7% | +56.8% | -28.1% | -1.9% |
| 5Y | +55.3% | +7.8% | +47.5% | +40.5% |
| All | +420.9% | +184.2% | +236.7% | +185.6% |
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