+453.5%
FSLR vs BNS
+187.0%
+266.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -0.1% | -2.2% | +2.1% | +1.1% |
| 30D | -14.0% | +4.5% | -18.5% | -16.4% |
| 3M | -16.9% | +14.9% | -31.8% | -23.5% |
| 6M | +4.7% | +32.5% | -27.7% | -11.2% |
| YTD | -20.7% | +28.6% | -49.3% | -31.9% |
| 1Y | +1.7% | +48.4% | -46.7% | -19.7% |
| 3Y | +13.1% | +130.8% | -117.7% | -30.8% |
| 5Y | +108.4% | +94.8% | +13.6% | +37.2% |
| All | +453.5% | +187.0% | +266.5% | +217.6% |
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