+4,727.7%
SNDK vs FSLR
+34.6%
+4,693.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -2.1% |
| 7D | +13.1% | +6.8% | +6.3% | +9.5% |
| 30D | +43.4% | -14.7% | +58.1% | +53.2% |
| 3M | +5.8% | -22.6% | +28.4% | +18.7% |
| 6M | +229.6% | +12.7% | +216.9% | +223.5% |
| YTD | +632.2% | -18.4% | +650.5% | +687.4% |
| 1Y | +2,365.4% | +4.9% | +2,360.5% | +2,432.1% |
| All | +4,727.7% | +34.6% | +4,693.2% | +4,358.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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