+674.5%
FSLR vs NOC
+1,254.5%
-580.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -6.0% |
| 7D | +5.3% | -2.9% | +8.2% | +6.4% |
| 30D | +7.8% | +12.1% | -4.4% | +1.5% |
| 3M | -23.4% | -5.3% | -18.1% | -22.1% |
| 6M | -12.9% | -1.0% | -11.9% | -13.8% |
| YTD | -26.7% | -4.3% | -22.3% | -26.9% |
| 1Y | -28.4% | -3.6% | -24.8% | -29.0% |
| 3Y | +44.6% | +22.9% | +21.7% | +19.6% |
| 5Y | +67.9% | +60.4% | +7.5% | +13.1% |
| 10Y | +496.9% | +161.3% | +335.7% | +140.6% |
| All | +674.5% | +1,254.5% | -580.0% | -32.2% |
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 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