+418.1%
FSLR vs BNS
+187.6%
+230.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -14.8% | +0.9% | -15.7% | -15.3% |
| 30D | -4.3% | +2.8% | -7.1% | -5.9% |
| 3M | -23.4% | +3.0% | -26.4% | -24.9% |
| 6M | -26.9% | +23.3% | -50.2% | -35.4% |
| YTD | -34.4% | +29.3% | -63.7% | -43.9% |
| 1Y | -33.2% | +41.7% | -74.9% | -45.8% |
| 3Y | +28.1% | +147.7% | -119.7% | -24.6% |
| 5Y | +54.5% | +79.4% | -24.9% | +6.6% |
| All | +418.1% | +187.6% | +230.5% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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