+18.9%
FSLR vs BG
+19.4%
-0.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +2.7% |
| 7D | +6.8% | +2.4% | +4.5% | +5.9% |
| 30D | -14.7% | +15.0% | -29.7% | -19.4% |
| 3M | -22.6% | -0.7% | -21.9% | -22.8% |
| 6M | +12.7% | +7.5% | +5.2% | +8.4% |
| YTD | -18.4% | +41.6% | -60.0% | -31.0% |
| 1Y | +4.9% | +50.7% | -45.7% | -14.5% |
| All | +18.9% | +19.4% | -0.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling