+592.8%
FSLR vs SYY
+290.9%
+301.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.0% |
| 7D | -14.8% | +0.3% | -15.1% | -14.9% |
| 30D | -4.3% | -4.8% | +0.5% | -2.8% |
| 3M | -23.4% | -7.1% | -16.3% | -21.5% |
| 6M | -26.9% | +6.8% | -33.7% | -30.0% |
| YTD | -34.4% | +7.7% | -42.1% | -38.3% |
| 1Y | -33.2% | +5.7% | -38.9% | -36.7% |
| 3Y | +28.1% | +24.6% | +3.5% | +9.3% |
| 5Y | +54.5% | +15.6% | +38.9% | +33.8% |
| 10Y | +434.6% | +87.9% | +346.7% | +197.9% |
| All | +592.8% | +290.9% | +301.8% | +92.5% |
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