+108.4%
FSLR vs NRG
+183.6%
-75.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +3.2% |
| 7D | -0.1% | -0.2% | 0.0% | -0.2% |
| 30D | -14.0% | -6.8% | -7.2% | -12.0% |
| 3M | -16.9% | -7.1% | -9.8% | -16.1% |
| 6M | +4.7% | -27.6% | +32.3% | +15.3% |
| YTD | -20.7% | -29.2% | +8.5% | -12.5% |
| 1Y | +1.7% | -29.9% | +31.5% | +12.4% |
| 3Y | +13.1% | +198.7% | -185.6% | -33.6% |
| 5Y | +108.4% | +192.9% | -84.5% | +20.8% |
| All | +108.4% | +183.6% | -75.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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