+596.4%
FSLR vs SYY
+286.6%
+309.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -12.0% | +1.3% | -13.3% | -12.5% |
| 30D | -7.7% | -3.5% | -4.1% | -6.8% |
| 3M | -24.0% | -9.3% | -14.7% | -21.4% |
| 6M | -24.4% | +5.9% | -30.4% | -27.3% |
| YTD | -34.0% | +6.5% | -40.5% | -37.7% |
| 1Y | -35.6% | +4.0% | -39.6% | -38.5% |
| 3Y | +28.7% | +23.0% | +5.7% | +10.5% |
| 5Y | +55.3% | +14.3% | +41.0% | +35.1% |
| 10Y | +437.4% | +85.8% | +351.6% | +200.9% |
| All | +596.4% | +286.6% | +309.9% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling