+5.0%
SYK vs FSLR
+106.4%
-101.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -12.3% | -0.1% | -12.2% | -12.4% |
| 30D | -22.4% | -14.0% | -8.4% | -21.7% |
| 3M | -12.3% | -16.9% | +4.5% | -11.5% |
| 6M | -24.3% | +4.7% | -29.0% | -25.3% |
| YTD | -22.8% | -20.7% | -2.1% | -22.3% |
| 1Y | -28.8% | +1.7% | -30.4% | -30.2% |
| 3Y | -4.0% | +13.1% | -17.1% | -10.2% |
| All | +5.0% | +106.4% | -101.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling