+726.4%
FSLR vs BG
+178.7%
+547.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.9% |
| 7D | 0.0% | +2.8% | -2.8% | -1.4% |
| 30D | -13.7% | +12.0% | -25.7% | -18.6% |
| 3M | -35.1% | -7.7% | -27.4% | -33.4% |
| 6M | +3.6% | +4.5% | -0.9% | -0.2% |
| YTD | -21.7% | +35.7% | -57.4% | -33.7% |
| 1Y | +1.3% | +50.1% | -48.8% | -19.0% |
| 3Y | +9.7% | +12.6% | -2.9% | -0.9% |
| 5Y | +117.4% | +75.4% | +41.9% | +49.9% |
| 10Y | +435.5% | +150.5% | +285.0% | +174.8% |
| All | +726.4% | +178.7% | +547.7% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling