+218.7%
FSLR vs SYF
+306.8%
-88.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +15.3% | -2.1% | +17.5% | +16.1% |
| 30D | +11.7% | +2.5% | +9.1% | +10.7% |
| 3M | -17.6% | -6.3% | -11.3% | -16.1% |
| 6M | -7.7% | -1.5% | -6.3% | -7.8% |
| YTD | -23.0% | -10.5% | -12.5% | -21.2% |
| 1Y | -26.0% | +1.5% | -27.6% | -27.2% |
| 3Y | +36.9% | +163.3% | -126.4% | -5.5% |
| 5Y | +72.9% | +66.8% | +6.2% | +34.4% |
| 10Y | +519.3% | +228.5% | +290.8% | +233.1% |
| All | +218.7% | +306.8% | -88.1% | +58.1% |
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