+592.8%
FSLR vs BBY
+246.6%
+346.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.8% |
| 7D | -14.8% | +4.5% | -19.2% | -16.3% |
| 30D | -4.3% | +16.8% | -21.1% | -10.2% |
| 3M | -23.4% | +23.2% | -46.6% | -29.8% |
| 6M | -26.9% | +91.9% | -118.9% | -43.9% |
| YTD | -34.4% | +61.6% | -96.0% | -46.8% |
| 1Y | -33.2% | +43.9% | -77.1% | -43.3% |
| 3Y | +28.1% | +88.6% | -60.6% | -7.4% |
| 5Y | +54.5% | -3.1% | +57.6% | +40.0% |
| 10Y | +434.6% | +290.2% | +144.4% | +143.0% |
| All | +592.8% | +246.6% | +346.1% | +120.7% |
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