+762.0%
FSLR vs BBY
+194.5%
+567.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +6.8% | +8.1% | -1.3% | +3.6% |
| 30D | -14.7% | +8.9% | -23.7% | -17.7% |
| 3M | -22.6% | +22.0% | -44.6% | -28.7% |
| 6M | +12.7% | +37.8% | -25.1% | -1.9% |
| YTD | -18.4% | +37.3% | -55.7% | -29.1% |
| 1Y | +4.9% | +21.6% | -16.6% | -4.9% |
| 3Y | +16.4% | +41.5% | -25.1% | -5.1% |
| 5Y | +123.5% | +1.2% | +122.2% | +99.4% |
| 10Y | +454.3% | +237.8% | +216.6% | +166.7% |
| All | +762.0% | +194.5% | +567.5% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling