+116.4%
FSLR vs BP
+128.1%
-11.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | 0.0% | +3.9% | -3.9% | -0.8% |
| 30D | -13.7% | +7.6% | -21.3% | -15.1% |
| 3M | -35.1% | +0.7% | -35.8% | -35.3% |
| 6M | +3.6% | +15.5% | -11.8% | -0.9% |
| YTD | -21.7% | +30.8% | -52.6% | -27.7% |
| 1Y | +1.3% | +34.3% | -33.0% | -7.3% |
| 3Y | +9.7% | +35.1% | -25.3% | -2.4% |
| All | +116.4% | +128.1% | -11.7% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling