-40.8%
BMNR vs FSLR
+1.0%
-41.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.9% |
| 7D | +4.9% | 0.0% | +4.9% | +5.1% |
| 30D | +35.5% | -13.7% | +49.1% | +44.4% |
| 3M | +39.6% | -35.1% | +74.7% | +69.1% |
| 6M | +18.2% | +3.6% | +14.6% | +14.5% |
| YTD | -8.0% | -21.7% | +13.7% | +0.4% |
| 1Y | -40.8% | +1.3% | -42.1% | -25.8% |
| All | -40.8% | +1.0% | -41.8% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling