+420.9%
FSLR vs NSC
+302.7%
+118.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -12.0% | +1.6% | -13.6% | -12.7% |
| 30D | -7.7% | +4.2% | -11.9% | -9.5% |
| 3M | -24.0% | -0.2% | -23.8% | -24.2% |
| 6M | -24.4% | +7.6% | -32.0% | -27.7% |
| YTD | -34.0% | +17.4% | -51.4% | -39.3% |
| 1Y | -35.6% | +18.3% | -53.9% | -41.0% |
| 3Y | +28.7% | +79.8% | -51.2% | -5.4% |
| 5Y | +55.3% | +34.3% | +21.0% | +28.2% |
| All | +420.9% | +302.7% | +118.1% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling