+458.5%
FSLR vs BNY
+416.3%
+42.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.2% | -1.3% | +3.6% | +2.8% |
| 30D | -7.8% | -0.2% | -7.7% | -7.8% |
| 3M | -22.9% | +14.9% | -37.8% | -27.5% |
| 6M | +4.4% | +40.0% | -35.6% | -9.6% |
| YTD | -20.0% | +42.0% | -62.0% | -31.6% |
| 1Y | +2.8% | +56.9% | -54.0% | -15.7% |
| 3Y | +16.5% | +289.9% | -273.3% | -36.2% |
| 5Y | +110.3% | +259.2% | -148.9% | +16.3% |
| All | +458.5% | +416.3% | +42.2% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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