+720.9%
FSLR vs SYY
+310.7%
+410.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -6.9% | -5.7% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | -15.1% | -2.7% | -12.4% | -14.2% |
| 3M | -22.5% | +5.9% | -28.4% | -24.8% |
| 6M | +4.0% | -2.3% | +6.3% | +3.5% |
| YTD | -22.3% | +13.1% | -35.3% | -28.0% |
| 1Y | 0.0% | +3.8% | -3.7% | -4.0% |
| 3Y | +10.9% | +26.7% | -15.9% | -5.2% |
| 5Y | +105.4% | +19.4% | +86.0% | +76.3% |
| 10Y | +447.0% | +112.0% | +335.0% | +184.4% |
| All | +720.9% | +310.7% | +410.3% | +124.8% |
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