+526.6%
FSLR vs BIL
+25.6%
+501.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.8% |
| 7D | +15.3% | -0.3% | +15.6% | +14.5% |
| 30D | +11.7% | 0.0% | +11.7% | +11.2% |
| 3M | -17.6% | +0.6% | -18.2% | -17.1% |
| 6M | -7.7% | +1.5% | -9.3% | -5.8% |
| YTD | -23.0% | +2.8% | -25.8% | -20.3% |
| 1Y | -26.0% | +3.3% | -29.4% | -23.3% |
| 3Y | +36.9% | +13.5% | +23.4% | +69.8% |
| 5Y | +72.9% | +19.8% | +53.2% | +133.4% |
| All | +526.6% | +25.6% | +501.0% | +1,226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling