+447.0%
FSLR vs NOC
+186.7%
+260.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | +0.2% | -1.6% | +1.8% | +0.5% |
| 30D | -15.1% | -10.4% | -4.8% | -13.8% |
| 3M | -22.5% | -5.6% | -16.9% | -21.9% |
| 6M | +4.0% | -30.4% | +34.3% | +9.5% |
| YTD | -22.3% | -8.5% | -13.8% | -21.4% |
| 1Y | 0.0% | -8.3% | +8.4% | +1.0% |
| 3Y | +10.9% | +28.2% | -17.4% | +3.0% |
| 5Y | +105.4% | +56.7% | +48.7% | +80.0% |
| 10Y | +447.0% | +189.3% | +257.6% | +291.6% |
| All | +447.0% | +186.7% | +260.3% | +291.6% |
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