-26.0%
FSLR vs BIL
+3.0%
-29.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +10.3% | -0.3% | +10.6% | +8.3% |
| 30D | +10.4% | 0.0% | +10.4% | +8.0% |
| 3M | -20.2% | +0.3% | -20.5% | -10.6% |
| 6M | -8.0% | +1.2% | -9.2% | +31.3% |
| YTD | -25.5% | +2.4% | -28.0% | +46.8% |
| 1Y | -26.0% | +3.0% | -29.0% | +71.9% |
| All | -26.0% | +3.0% | -29.0% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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