+199.3%
FSLR vs BIL
+30.4%
+169.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.1% |
| 7D | 0.0% | +0.1% | -0.1% | +0.8% |
| 30D | -13.7% | +0.3% | -14.0% | -11.1% |
| 3M | -35.1% | +0.9% | -36.0% | -29.5% |
| 6M | +3.6% | +1.8% | +1.8% | +21.5% |
| YTD | -21.7% | +2.4% | -24.2% | -3.4% |
| 1Y | +1.3% | +3.7% | -2.5% | +39.2% |
| 3Y | +9.7% | +14.2% | -4.5% | +259.4% |
| 5Y | +117.4% | +19.4% | +97.9% | +984.1% |
| 10Y | +435.5% | +25.2% | +410.3% | +4,220.4% |
| All | +199.3% | +30.4% | +169.0% | +3,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling