+28.1%
FSLR vs SYF
+159.4%
-131.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -14.8% | -2.0% | -12.8% | -14.4% |
| 30D | -4.3% | +1.2% | -5.5% | -4.6% |
| 3M | -23.4% | -9.4% | -14.0% | -21.9% |
| 6M | -26.9% | +4.4% | -31.4% | -27.6% |
| YTD | -34.4% | -11.9% | -22.5% | -33.2% |
| 1Y | -33.2% | -0.4% | -32.8% | -33.4% |
| 3Y | +28.1% | +159.6% | -131.5% | +2.6% |
| All | +28.1% | +159.4% | -131.3% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling