+30.5%
FSLR vs BIYA
-99.9%
+130.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +9.0% | -23.8% | -14.8% |
| 30D | -4.3% | -12.9% | +8.7% | -4.3% |
| 3M | -23.4% | -54.7% | +31.3% | -23.2% |
| 6M | -26.9% | -85.1% | +58.1% | -27.7% |
| YTD | -34.4% | -96.9% | +62.5% | -33.9% |
| 1Y | -33.2% | -98.5% | +65.3% | -31.8% |
| All | +30.5% | -99.9% | +130.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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