+458.5%
FSLR vs BBY
+252.7%
+205.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | 0.0% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | -7.8% | +9.4% | -17.2% | -10.4% |
| 3M | -22.9% | +19.3% | -42.3% | -27.3% |
| 6M | +4.4% | +47.9% | -43.5% | -8.3% |
| YTD | -20.0% | +39.6% | -59.5% | -28.7% |
| 1Y | +2.8% | +22.2% | -19.4% | -4.8% |
| 3Y | +16.5% | +45.0% | -28.4% | -1.4% |
| 5Y | +110.3% | +2.6% | +107.7% | +91.2% |
| All | +458.5% | +252.7% | +205.8% | +332.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling