+66.7%
FSLR vs SSNC
+1,082.2%
-1,015.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.9% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | -13.7% | +6.0% | -19.7% | -16.0% |
| 3M | -35.1% | +21.0% | -56.1% | -41.1% |
| 6M | +3.6% | +12.1% | -8.4% | -3.2% |
| YTD | -21.7% | -3.2% | -18.5% | -22.5% |
| 1Y | +1.3% | -4.4% | +5.6% | +0.7% |
| 3Y | +9.7% | +51.6% | -41.9% | -15.0% |
| 5Y | +117.4% | +21.1% | +96.3% | +84.8% |
| 10Y | +435.5% | +177.7% | +257.8% | +179.0% |
| All | +66.7% | +1,082.2% | -1,015.5% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling