+563.2%
SYK vs FSLR
+729.0%
-165.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.2% |
| 7D | -11.8% | +0.2% | -12.0% | -11.9% |
| 30D | -20.4% | -15.1% | -5.2% | -18.9% |
| 3M | -12.1% | -22.5% | +10.5% | -9.9% |
| 6M | -24.3% | +4.0% | -28.3% | -25.5% |
| YTD | -21.2% | -22.3% | +1.0% | -20.1% |
| 1Y | -29.2% | 0.0% | -29.2% | -30.7% |
| 3Y | -2.1% | +10.9% | -12.9% | -9.2% |
| 5Y | +4.7% | +105.4% | -100.6% | -13.1% |
| 10Y | +178.2% | +447.0% | -268.8% | +93.9% |
| All | +563.2% | +729.0% | -165.8% | +358.7% |
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