-26.0%
FSLR vs BBY
+33.0%
-59.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.3% | +2.5% |
| 7D | +10.3% | +4.5% | +5.8% | +8.9% |
| 30D | +10.4% | +16.0% | -5.6% | +5.9% |
| 3M | -20.2% | +18.6% | -38.8% | -23.9% |
| 6M | -8.0% | +80.1% | -88.0% | -22.8% |
| YTD | -25.5% | +57.4% | -83.0% | -35.2% |
| 1Y | -26.0% | +34.5% | -60.5% | -28.3% |
| All | -26.0% | +33.0% | -59.0% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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