+592.8%
FSLR vs BG
+138.6%
+454.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | -14.8% | +2.6% | -17.4% | -15.8% |
| 30D | -4.3% | -6.7% | +2.4% | -1.3% |
| 3M | -23.4% | -9.3% | -14.1% | -20.3% |
| 6M | -26.9% | -18.3% | -8.6% | -20.8% |
| YTD | -34.4% | +16.2% | -50.6% | -40.4% |
| 1Y | -33.2% | +7.6% | -40.8% | -37.1% |
| 3Y | +28.1% | +6.6% | +21.5% | +18.5% |
| 5Y | +54.5% | +22.2% | +32.3% | +27.1% |
| 10Y | +434.6% | +112.0% | +322.6% | +198.4% |
| All | +592.8% | +138.6% | +454.2% | +192.2% |
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