+28.1%
FSLR vs BP
+51.6%
-23.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -14.8% | +3.8% | -18.6% | -15.3% |
| 30D | -4.3% | -5.3% | +1.0% | -3.6% |
| 3M | -23.4% | +9.3% | -32.6% | -25.3% |
| 6M | -26.9% | +7.2% | -34.2% | -28.7% |
| YTD | -34.4% | +38.0% | -72.4% | -42.2% |
| 1Y | -33.2% | +33.2% | -66.4% | -40.5% |
| 3Y | +28.1% | +50.3% | -22.2% | +0.5% |
| All | +28.1% | +51.6% | -23.5% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling