+224.0%
FSLR vs SYF
+340.9%
-116.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | +2.4% | -2.4% | -0.7% |
| 30D | -13.7% | +0.8% | -14.5% | -13.9% |
| 3M | -35.1% | +13.4% | -48.5% | -37.7% |
| 6M | +3.6% | +16.3% | -12.7% | -1.6% |
| YTD | -21.7% | -3.0% | -18.7% | -21.8% |
| 1Y | +1.3% | +5.7% | -4.4% | -1.6% |
| 3Y | +9.7% | +160.1% | -150.4% | -23.7% |
| 5Y | +117.4% | +88.5% | +28.8% | +62.1% |
| 10Y | +435.5% | +263.1% | +172.4% | +178.9% |
| All | +224.0% | +340.9% | -116.9% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling