+35.1%
FSLR vs SSNC
+57.6%
-22.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.7% |
| 7D | -2.6% | -2.5% | -0.1% | -2.4% |
| 30D | +1.8% | -2.7% | +4.5% | +1.9% |
| 3M | -24.4% | -0.8% | -23.5% | -24.5% |
| 6M | -17.7% | +15.5% | -33.2% | -19.4% |
| YTD | -30.7% | -8.8% | -21.9% | -27.6% |
| 1Y | -33.6% | -5.8% | -27.8% | -31.4% |
| 3Y | +35.1% | +55.7% | -20.6% | -14.2% |
| All | +35.1% | +57.6% | -22.5% | -14.2% |
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