+726.4%
FSLR vs BP
+88.5%
+637.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.7% |
| 7D | 0.0% | +3.9% | -3.9% | -2.1% |
| 30D | -13.7% | +7.6% | -21.3% | -17.1% |
| 3M | -35.1% | +0.7% | -35.8% | -36.0% |
| 6M | +3.6% | +15.5% | -11.8% | -6.2% |
| YTD | -21.7% | +30.8% | -52.6% | -34.0% |
| 1Y | +1.3% | +34.3% | -33.0% | -16.4% |
| 3Y | +9.7% | +35.1% | -25.3% | -12.1% |
| 5Y | +117.4% | +126.8% | -9.5% | +21.1% |
| 10Y | +435.5% | +123.4% | +312.1% | +161.6% |
| All | +726.4% | +88.5% | +637.9% | +327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling