+438.4%
FSLR vs BP
+138.8%
+299.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | -8.4% | -0.8% | -7.7% | -8.2% |
| 30D | -0.9% | -3.1% | +2.2% | -0.4% |
| 3M | -26.1% | +6.2% | -32.2% | -28.0% |
| 6M | -23.6% | +4.8% | -28.4% | -25.8% |
| YTD | -31.8% | +35.2% | -67.0% | -39.7% |
| 1Y | -32.6% | +27.4% | -60.0% | -39.3% |
| 3Y | +33.0% | +49.8% | -16.8% | +11.4% |
| 5Y | +56.8% | +109.4% | -52.6% | +12.2% |
| All | +438.4% | +138.8% | +299.6% | +265.0% |
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