+123.5%
FSLR vs BAX
-67.0%
+190.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +4.7% |
| 7D | +6.8% | -2.4% | +9.2% | +7.1% |
| 30D | -14.7% | -9.7% | -5.0% | -13.8% |
| 3M | -22.6% | +29.3% | -51.8% | -24.6% |
| 6M | +12.7% | +40.7% | -28.0% | +8.4% |
| YTD | -18.4% | +30.3% | -48.6% | -20.9% |
| 1Y | +4.9% | +3.4% | +1.5% | +3.8% |
| 3Y | +16.4% | -32.0% | +48.4% | +17.7% |
| 5Y | +123.5% | -66.9% | +190.3% | +109.3% |
| All | +123.5% | -67.0% | +190.5% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling