+16.4%
FSLR vs SYY
+25.4%
-9.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +6.8% | -2.8% | +9.6% | +6.9% |
| 30D | -14.7% | -5.3% | -9.4% | -14.6% |
| 3M | -22.6% | +5.1% | -27.6% | -22.9% |
| 6M | +12.7% | -5.0% | +17.7% | +12.6% |
| YTD | -18.4% | +10.7% | -29.1% | -19.2% |
| 1Y | +4.9% | +0.7% | +4.3% | +4.7% |
| 3Y | +16.4% | +24.0% | -7.6% | -1.9% |
| All | +16.4% | +25.4% | -9.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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