+447.0%
FSLR vs BAX
-37.8%
+484.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.4% |
| 7D | +0.2% | -5.1% | +5.3% | +1.3% |
| 30D | -15.1% | -12.2% | -3.0% | -12.8% |
| 3M | -22.5% | +21.8% | -44.4% | -26.0% |
| 6M | +4.0% | +36.3% | -32.4% | -3.5% |
| YTD | -22.3% | +27.8% | -50.1% | -27.2% |
| 1Y | 0.0% | -0.1% | +0.1% | -1.5% |
| 3Y | +10.9% | -33.3% | +44.2% | +17.6% |
| 5Y | +105.4% | -67.1% | +172.5% | +161.7% |
| 10Y | +447.0% | -36.9% | +483.9% | +433.6% |
| All | +447.0% | -37.8% | +484.8% | +433.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling