+16.4%
FSLR vs SSNC
+51.8%
-35.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +5.0% |
| 7D | +6.8% | -1.8% | +8.6% | +7.1% |
| 30D | -14.7% | +1.9% | -16.6% | -15.1% |
| 3M | -22.6% | +18.4% | -41.0% | -24.8% |
| 6M | +12.7% | +7.0% | +5.7% | +12.1% |
| YTD | -18.4% | -6.9% | -11.4% | -14.6% |
| 1Y | +4.9% | -8.2% | +13.1% | +10.2% |
| 3Y | +16.4% | +50.5% | -34.1% | -15.9% |
| All | +16.4% | +51.8% | -35.4% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling