+726.4%
FSLR vs NI
+828.1%
-101.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | 0.0% | +2.0% | -2.0% | -1.1% |
| 30D | -13.7% | -3.5% | -10.1% | -12.0% |
| 3M | -35.1% | -9.1% | -26.0% | -32.1% |
| 6M | +3.6% | -11.8% | +15.5% | +10.0% |
| YTD | -21.7% | +1.1% | -22.8% | -23.1% |
| 1Y | +1.3% | +6.7% | -5.4% | -3.4% |
| 3Y | +9.7% | +71.1% | -61.4% | -21.4% |
| 5Y | +117.4% | +94.3% | +23.1% | +41.9% |
| 10Y | +435.5% | +135.8% | +299.7% | +172.5% |
| All | +726.4% | +828.1% | -101.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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