+1.7%
FSLR vs BG
+52.8%
-51.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -0.1% | +3.7% | -3.8% | -0.8% |
| 30D | -14.0% | +12.3% | -26.3% | -16.1% |
| 3M | -16.9% | -2.2% | -14.7% | -15.9% |
| 6M | +4.7% | +5.3% | -0.6% | +3.6% |
| YTD | -20.7% | +42.4% | -63.1% | -28.5% |
| 1Y | +1.7% | +55.2% | -53.5% | -11.1% |
| All | +1.7% | +52.8% | -51.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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