-29.7%
FSLR vs BIYA
-98.9%
+69.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -4.7% |
| 7D | +5.3% | -7.8% | +13.0% | +5.2% |
| 30D | +7.8% | -38.5% | +46.3% | +7.7% |
| 3M | -23.4% | -59.5% | +36.2% | -23.4% |
| 6M | -12.9% | -89.2% | +76.3% | -14.4% |
| YTD | -26.7% | -97.1% | +70.4% | -26.4% |
| All | -29.7% | -98.9% | +69.2% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling