-26.0%
FSLR vs NSC
+24.4%
-50.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.6% |
| 7D | +10.3% | +1.8% | +8.5% | +10.2% |
| 30D | +10.4% | +8.8% | +1.6% | +9.8% |
| 3M | -20.2% | +1.2% | -21.4% | -20.4% |
| 6M | -8.0% | +11.3% | -19.3% | -10.6% |
| YTD | -25.5% | +20.7% | -46.3% | -27.6% |
| 1Y | -26.0% | +23.4% | -49.4% | -28.4% |
| All | -26.0% | +24.4% | -50.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling