+35.1%
FSLR vs BAX
-15.3%
+50.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.6% | -5.6% |
| 7D | -2.6% | +3.6% | -6.3% | -3.3% |
| 30D | +1.8% | +8.5% | -6.7% | +0.1% |
| 3M | -24.4% | -4.9% | -19.5% | -23.9% |
| 6M | -17.7% | +47.0% | -64.7% | -23.5% |
| YTD | -30.7% | +38.4% | -69.2% | -35.3% |
| 1Y | -33.6% | +49.1% | -82.8% | -38.9% |
| 3Y | +35.1% | -14.9% | +50.0% | +19.3% |
| All | +35.1% | -15.3% | +50.5% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling