+454.3%
FSLR vs BAH
+182.5%
+271.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.5% |
| 7D | +6.8% | -4.3% | +11.1% | +7.8% |
| 30D | -14.7% | -4.5% | -10.3% | -13.9% |
| 3M | -22.6% | -7.6% | -15.0% | -21.4% |
| 6M | +12.7% | -10.6% | +23.3% | +14.4% |
| YTD | -18.4% | -12.6% | -5.8% | -17.5% |
| 1Y | +4.9% | -27.0% | +31.9% | +10.6% |
| 3Y | +16.4% | -31.5% | +47.9% | +19.1% |
| 5Y | +123.5% | -3.8% | +127.3% | +103.8% |
| 10Y | +454.3% | +183.9% | +270.4% | +295.5% |
| All | +454.3% | +182.5% | +271.8% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling