+108.4%
FSLR vs BBY
-1.6%
+110.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -14.0% | +5.8% | -19.8% | -15.6% |
| 3M | -16.9% | +18.0% | -34.9% | -21.4% |
| 6M | +4.7% | +39.8% | -35.1% | -6.7% |
| YTD | -20.7% | +35.4% | -56.1% | -28.8% |
| 1Y | +1.7% | +21.4% | -19.7% | -5.8% |
| 3Y | +13.1% | +39.5% | -26.5% | -5.0% |
| 5Y | +108.4% | -0.5% | +108.9% | +62.9% |
| All | +108.4% | -1.6% | +110.0% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling