+726.4%
FSLR vs BAX
+50.7%
+675.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | -13.7% | -5.5% | -8.2% | -11.7% |
| 3M | -35.1% | +33.5% | -68.6% | -42.8% |
| 6M | +3.6% | +35.9% | -32.2% | -10.1% |
| YTD | -21.7% | +35.4% | -57.1% | -32.9% |
| 1Y | +1.3% | +9.8% | -8.5% | -6.2% |
| 3Y | +9.7% | -32.7% | +42.4% | +20.3% |
| 5Y | +117.4% | -65.6% | +182.9% | +220.9% |
| 10Y | +435.5% | -34.9% | +470.4% | +362.2% |
| All | +726.4% | +50.7% | +675.7% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling