-26.0%
FSLR vs BAX
+46.0%
-72.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.7% | +3.9% |
| 7D | +10.3% | +4.1% | +6.2% | +9.3% |
| 30D | +10.4% | +9.4% | +1.0% | +8.4% |
| 3M | -20.2% | -6.5% | -13.7% | -19.4% |
| 6M | -8.0% | +59.6% | -67.6% | -15.5% |
| YTD | -25.5% | +38.9% | -64.4% | -29.2% |
| 1Y | -26.0% | +48.0% | -74.0% | -30.2% |
| All | -26.0% | +46.0% | -72.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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