+454.3%
FSLR vs SYF
+259.8%
+194.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | +6.8% | +2.6% | +4.2% | +6.0% |
| 30D | -14.7% | 0.0% | -14.8% | -14.8% |
| 3M | -22.6% | +11.9% | -34.5% | -25.3% |
| 6M | +12.7% | +18.9% | -6.2% | +6.5% |
| YTD | -18.4% | -4.6% | -13.8% | -18.0% |
| 1Y | +4.9% | +6.4% | -1.4% | +1.9% |
| 3Y | +16.4% | +167.2% | -150.8% | -18.9% |
| 5Y | +123.5% | +92.3% | +31.1% | +66.9% |
| 10Y | +454.3% | +263.2% | +191.2% | +185.2% |
| All | +454.3% | +259.8% | +194.6% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling