+16.5%
FSLR vs BNY
+287.0%
-270.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -27.8% |
| 6M | +4.4% | +40.0% | -35.6% | -10.1% |
| YTD | -20.0% | +42.0% | -62.0% | -32.3% |
| 1Y | +2.8% | +56.9% | -54.0% | -17.2% |
| 3Y | +16.5% | +289.9% | -273.3% | -57.3% |
| All | +16.5% | +287.0% | -270.5% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling