+105.4%
FSLR vs NOC
+55.2%
+50.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | +0.2% | -1.6% | +1.8% | +0.3% |
| 30D | -15.1% | -10.4% | -4.8% | -14.6% |
| 3M | -22.5% | -5.6% | -16.9% | -22.3% |
| 6M | +4.0% | -30.4% | +34.3% | +5.9% |
| YTD | -22.3% | -8.5% | -13.8% | -21.5% |
| 1Y | 0.0% | -8.3% | +8.4% | +0.9% |
| 3Y | +10.9% | +28.2% | -17.4% | +6.0% |
| 5Y | +105.4% | +56.7% | +48.7% | +85.9% |
| All | +105.4% | +55.2% | +50.2% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling