+596.4%
FSLR vs BNS
+400.0%
+196.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -12.0% | +1.0% | -13.0% | -12.7% |
| 30D | -7.7% | +2.7% | -10.4% | -9.7% |
| 3M | -24.0% | +3.5% | -27.5% | -26.3% |
| 6M | -24.4% | +22.1% | -46.5% | -35.3% |
| YTD | -34.0% | +29.5% | -63.6% | -46.3% |
| 1Y | -35.6% | +40.7% | -76.3% | -50.7% |
| 3Y | +28.7% | +148.6% | -119.9% | -35.8% |
| 5Y | +55.3% | +79.6% | -24.3% | -4.1% |
| 10Y | +437.4% | +188.9% | +248.6% | +115.5% |
| All | +596.4% | +400.0% | +196.4% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling