+167.6%
SYK vs FSLR
+461.4%
-293.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -12.3% | -0.1% | -12.2% | -12.4% |
| 30D | -22.4% | -14.0% | -8.4% | -21.1% |
| 3M | -12.3% | -16.9% | +4.5% | -10.8% |
| 6M | -24.3% | +4.7% | -29.0% | -25.8% |
| YTD | -22.8% | -20.7% | -2.1% | -21.8% |
| 1Y | -28.8% | +1.7% | -30.4% | -30.8% |
| 3Y | -4.0% | +13.1% | -17.1% | -12.9% |
| 5Y | +3.8% | +108.4% | -104.6% | -20.1% |
| All | +167.6% | +461.4% | -293.9% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling