+454.3%
FSLR vs BP
+126.3%
+328.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.5% |
| 7D | +6.8% | +0.9% | +5.9% | +6.5% |
| 30D | -14.7% | +9.1% | -23.8% | -17.2% |
| 3M | -22.6% | +3.9% | -26.5% | -24.0% |
| 6M | +12.7% | +13.6% | -0.9% | +6.6% |
| YTD | -18.4% | +34.0% | -52.4% | -27.2% |
| 1Y | +4.9% | +39.2% | -34.2% | -8.0% |
| 3Y | +16.4% | +36.4% | -20.0% | +1.0% |
| 5Y | +123.5% | +135.8% | -12.3% | +53.0% |
| 10Y | +454.3% | +125.0% | +329.3% | +273.2% |
| All | +454.3% | +126.3% | +328.1% | +273.2% |
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