0.0%
FSLR vs SSNC
-9.3%
+9.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.9% |
| 7D | +0.2% | -3.9% | +4.1% | -0.3% |
| 30D | -15.1% | -0.2% | -15.0% | -15.1% |
| 3M | -22.5% | +15.9% | -38.5% | -19.8% |
| 6M | +4.0% | +7.5% | -3.5% | +6.3% |
| YTD | -22.3% | -8.2% | -14.0% | -17.4% |
| 1Y | 0.0% | -9.3% | +9.4% | +3.1% |
| All | 0.0% | -9.3% | +9.3% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling