+1.7%
FSLR vs NSC
+20.8%
-19.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -1.4% | +1.3% | 0.0% |
| 30D | -14.0% | -3.4% | -10.6% | -13.9% |
| 3M | -16.9% | +5.1% | -22.0% | -17.7% |
| 6M | +4.7% | +9.2% | -4.5% | +0.3% |
| YTD | -20.7% | +13.4% | -34.1% | -23.0% |
| 1Y | +1.7% | +20.8% | -19.1% | -1.7% |
| All | +1.7% | +20.8% | -19.1% | -1.7% |
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