+744.9%
FSLR vs NLY
+352.3%
+392.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +2.2% | -4.0% | +6.2% | +4.0% |
| 30D | -7.8% | -5.2% | -2.6% | -5.7% |
| 3M | -22.9% | +2.8% | -25.7% | -24.0% |
| 6M | +4.4% | +4.2% | +0.2% | +2.3% |
| YTD | -20.0% | +4.7% | -24.7% | -21.8% |
| 1Y | +2.8% | +12.7% | -9.9% | -2.7% |
| 3Y | +16.5% | +62.5% | -46.0% | -5.6% |
| 5Y | +110.3% | +26.3% | +83.9% | +85.6% |
| 10Y | +463.0% | +81.0% | +382.0% | +304.5% |
| All | +744.9% | +352.3% | +392.6% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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