+251.7%
FSLR vs BR
+1,321.0%
-1,069.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | +0.8% |
| 7D | 0.0% | -5.3% | +5.3% | +3.5% |
| 30D | -13.7% | +6.4% | -20.1% | -17.5% |
| 3M | -35.1% | +13.6% | -48.7% | -41.1% |
| 6M | +3.6% | -6.7% | +10.3% | +5.3% |
| YTD | -21.7% | -21.1% | -0.6% | -11.4% |
| 1Y | +1.3% | -29.6% | +30.8% | +23.2% |
| 3Y | +9.7% | -2.4% | +12.1% | +3.6% |
| 5Y | +117.4% | +11.2% | +106.1% | +81.4% |
| 10Y | +435.5% | +191.8% | +243.7% | +98.1% |
| All | +251.7% | +1,321.0% | -1,069.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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