+464.5%
FSLR vs NOC
+162.5%
+302.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -5.8% |
| 7D | -2.6% | -0.3% | -2.3% | -2.7% |
| 30D | +1.8% | +14.1% | -12.3% | -0.3% |
| 3M | -24.4% | -4.6% | -19.7% | -24.0% |
| 6M | -17.7% | +0.7% | -18.4% | -18.1% |
| YTD | -30.7% | -2.6% | -28.1% | -30.7% |
| 1Y | -33.6% | -1.0% | -32.7% | -33.8% |
| 3Y | +35.1% | +24.5% | +10.6% | +27.3% |
| 5Y | +63.1% | +64.3% | -1.3% | +42.3% |
| All | +464.5% | +162.5% | +302.0% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling