+72.9%
BAC vs FSLR
+116.7%
-43.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.9% |
| 7D | +1.2% | +6.8% | -5.7% | +0.5% |
| 30D | -0.7% | -14.7% | +14.0% | +0.7% |
| 3M | +16.9% | -22.6% | +39.5% | +19.3% |
| 6M | +29.6% | +12.7% | +16.9% | +27.1% |
| YTD | +15.3% | -18.4% | +33.6% | +16.2% |
| 1Y | +28.8% | +4.9% | +23.9% | +26.2% |
| 3Y | +136.4% | +16.4% | +120.0% | +117.8% |
| 5Y | +72.9% | +123.5% | -50.5% | +45.5% |
| All | +72.9% | +116.7% | -43.8% | +45.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling