+526.6%
FSLR vs BP
+131.8%
+394.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +15.3% | -11.6% | +27.0% | +19.5% |
| 30D | +11.7% | 0.0% | +11.6% | +11.1% |
| 3M | -17.6% | +6.7% | -24.4% | -19.9% |
| 6M | -7.7% | +2.2% | -9.9% | -9.6% |
| YTD | -23.0% | +33.0% | -56.0% | -31.6% |
| 1Y | -26.0% | +30.7% | -56.8% | -34.1% |
| 3Y | +36.9% | +44.2% | -7.3% | +16.1% |
| 5Y | +72.9% | +105.1% | -32.2% | +24.7% |
| All | +526.6% | +131.8% | +394.8% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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