+619.9%
FSLR vs NOC
+1,284.4%
-664.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -8.4% | +4.9% | -13.3% | -10.5% |
| 30D | -0.9% | +13.6% | -14.5% | -7.3% |
| 3M | -26.1% | -3.9% | -22.2% | -25.4% |
| 6M | -23.6% | +1.4% | -25.0% | -25.3% |
| YTD | -31.8% | -2.2% | -29.6% | -32.8% |
| 1Y | -32.6% | -1.2% | -31.4% | -33.9% |
| 3Y | +33.0% | +25.0% | +8.0% | +9.1% |
| 5Y | +56.8% | +66.0% | -9.2% | +3.7% |
| 10Y | +455.6% | +161.4% | +294.1% | +125.6% |
| All | +619.9% | +1,284.4% | -664.5% | -37.6% |
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 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