+2.8%
FSLR vs BBY
+24.8%
-22.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.2% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | -7.8% | +9.4% | -17.2% | -9.9% |
| 3M | -22.9% | +19.3% | -42.3% | -26.7% |
| 6M | +4.4% | +47.9% | -43.5% | -6.8% |
| YTD | -20.0% | +39.6% | -59.5% | -26.9% |
| 1Y | +2.8% | +22.2% | -19.4% | -1.6% |
| All | +2.8% | +24.8% | -22.0% | -1.6% |
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