+212.5%
BMNR vs FSLR
+26.4%
+186.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | +8.0% |
| 7D | +5.0% | +0.2% | +4.7% | +3.7% |
| 30D | +33.8% | -15.1% | +48.9% | +83.8% |
| 3M | +49.4% | -22.5% | +72.0% | +127.4% |
| 6M | +17.0% | +4.0% | +13.0% | -41.8% |
| YTD | -10.8% | -22.3% | +11.4% | -27.2% |
| 1Y | -45.7% | 0.0% | -45.7% | -95.9% |
| All | +212.5% | +26.4% | +186.1% | -100.0% |
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 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