+39.7%
FSLR vs SSNC
+1,023.5%
-983.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -14.8% | +2.3% | -17.1% | -15.7% |
| 30D | -4.3% | -3.1% | -1.2% | -3.3% |
| 3M | -23.4% | -2.7% | -20.6% | -22.8% |
| 6M | -26.9% | +23.7% | -50.6% | -34.9% |
| YTD | -34.4% | -8.0% | -26.4% | -33.8% |
| 1Y | -33.2% | -4.7% | -28.5% | -33.8% |
| 3Y | +28.1% | +58.0% | -29.9% | -3.7% |
| 5Y | +54.5% | +8.0% | +46.5% | +38.3% |
| 10Y | +434.6% | +183.8% | +250.8% | +173.2% |
| All | +39.7% | +1,023.5% | -983.8% | -68.0% |
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