+726.4%
FSLR vs NOC
+1,194.0%
-467.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.3% |
| 7D | 0.0% | -5.2% | +5.2% | +2.5% |
| 30D | -13.7% | -7.2% | -6.5% | -10.7% |
| 3M | -35.1% | -5.1% | -30.0% | -33.8% |
| 6M | +3.6% | -31.1% | +34.7% | +22.2% |
| YTD | -21.7% | -8.6% | -13.2% | -19.7% |
| 1Y | +1.3% | -9.7% | +11.0% | +4.2% |
| 3Y | +9.7% | +24.3% | -14.6% | -10.4% |
| 5Y | +117.4% | +52.6% | +64.7% | +49.7% |
| 10Y | +435.5% | +183.6% | +251.9% | +99.0% |
| All | +726.4% | +1,194.0% | -467.6% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling