-35.6%
FSLR vs BIYA
-98.5%
+62.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.3% |
| 7D | -12.0% | +10.0% | -22.0% | -12.0% |
| 30D | -7.7% | -17.7% | +10.0% | -7.7% |
| 3M | -24.0% | -55.0% | +31.0% | -24.1% |
| 6M | -24.4% | -85.1% | +60.7% | -25.6% |
| YTD | -34.0% | -96.9% | +62.8% | -33.7% |
| 1Y | -35.6% | -98.5% | +62.9% | -32.5% |
| All | -35.6% | -98.5% | +62.9% | -32.5% |
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