-22.4%
BX vs FSLR
-0.5%
-22.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -3.2% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -8.9% | -15.1% | +6.3% | -7.6% |
| 3M | +8.4% | -22.5% | +30.9% | +10.0% |
| 6M | +18.9% | +4.0% | +15.0% | +17.5% |
| YTD | -13.6% | -22.3% | +8.6% | -12.8% |
| 1Y | -22.4% | 0.0% | -22.5% | -19.0% |
| All | -22.4% | -0.5% | -22.0% | -19.0% |
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