+203.6%
FSLR vs SYF
+303.9%
-100.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.5% |
| 7D | +5.3% | -4.7% | +9.9% | +6.8% |
| 30D | +7.8% | +0.6% | +7.2% | +7.5% |
| 3M | -23.4% | -6.8% | -16.5% | -21.8% |
| 6M | -12.9% | +0.5% | -13.4% | -13.5% |
| YTD | -26.7% | -11.1% | -15.5% | -24.8% |
| 1Y | -28.4% | +1.3% | -29.7% | -29.5% |
| 3Y | +44.6% | +164.6% | -120.1% | -0.4% |
| 5Y | +67.9% | +65.2% | +2.8% | +30.9% |
| 10Y | +496.9% | +204.6% | +292.3% | +231.8% |
| All | +203.6% | +303.9% | -100.3% | +50.9% |
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