-47.6%
BMNR vs FSLR
+2.3%
-49.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.0% |
| 7D | +0.2% | +2.2% | -2.0% | -0.9% |
| 30D | +39.9% | -7.8% | +47.7% | +44.7% |
| 3M | +51.5% | -22.9% | +74.4% | +69.6% |
| 6M | +18.9% | +4.4% | +14.5% | +14.4% |
| YTD | -7.8% | -20.0% | +12.2% | -0.4% |
| 1Y | -47.6% | +2.8% | -50.4% | -38.0% |
| All | -47.6% | +2.3% | -49.9% | -38.0% |
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