+453.5%
FSLR vs BN
+263.5%
+190.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | -0.1% | -5.9% | +5.7% | +2.9% |
| 30D | -14.0% | -15.1% | +1.1% | -6.6% |
| 3M | -16.9% | -14.6% | -2.3% | -9.9% |
| 6M | +4.7% | -8.4% | +13.2% | +8.9% |
| YTD | -20.7% | -16.8% | -3.9% | -14.0% |
| 1Y | +1.7% | -14.4% | +16.0% | +8.5% |
| 3Y | +13.1% | +70.1% | -57.0% | -17.3% |
| 5Y | +108.4% | +33.5% | +74.9% | +67.8% |
| All | +453.5% | +263.5% | +190.0% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling