+726.4%
FSLR vs NDAQ
+909.4%
-183.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.5% |
| 7D | 0.0% | -2.4% | +2.4% | +1.2% |
| 30D | -13.7% | +2.5% | -16.1% | -14.9% |
| 3M | -35.1% | +9.9% | -45.0% | -38.7% |
| 6M | +3.6% | +9.4% | -5.8% | -2.7% |
| YTD | -21.7% | +0.4% | -22.2% | -24.1% |
| 1Y | +1.3% | +4.0% | -2.8% | -3.8% |
| 3Y | +9.7% | +94.4% | -84.7% | -26.8% |
| 5Y | +117.4% | +56.7% | +60.6% | +60.4% |
| 10Y | +435.5% | +375.3% | +60.2% | +108.4% |
| All | +726.4% | +909.4% | -183.0% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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