+96.9%
FSLR vs BNY
+256.6%
-159.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.2% | -1.3% | +3.6% | +2.7% |
| 30D | -7.8% | -0.2% | -7.7% | -7.8% |
| 3M | -22.9% | +14.9% | -37.8% | -27.2% |
| 6M | +4.4% | +40.0% | -35.6% | -8.6% |
| YTD | -20.0% | +42.0% | -62.0% | -30.8% |
| 1Y | +2.8% | +56.9% | -54.0% | -14.5% |
| 3Y | +16.5% | +289.9% | -273.3% | -34.3% |
| All | +96.9% | +256.6% | -159.7% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling