+720.9%
FSLR vs BNY
+573.0%
+147.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +0.2% | +0.3% | 0.0% | +0.1% |
| 30D | -15.1% | +1.9% | -17.1% | -16.1% |
| 3M | -22.5% | +13.9% | -36.4% | -27.7% |
| 6M | +4.0% | +42.3% | -38.4% | -13.2% |
| YTD | -22.3% | +41.8% | -64.1% | -35.5% |
| 1Y | 0.0% | +57.9% | -57.9% | -21.4% |
| 3Y | +10.9% | +290.7% | -279.9% | -45.6% |
| 5Y | +105.4% | +252.3% | -146.9% | +2.8% |
| 10Y | +447.0% | +412.8% | +34.2% | +109.7% |
| All | +720.9% | +573.0% | +147.9% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling