+28.1%
FSLR vs NSC
+77.7%
-49.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -14.8% | +2.5% | -17.3% | -15.4% |
| 30D | -4.3% | +1.7% | -6.0% | -4.9% |
| 3M | -23.4% | -2.6% | -20.8% | -23.0% |
| 6M | -26.9% | +6.4% | -33.4% | -29.0% |
| YTD | -34.4% | +15.5% | -49.9% | -37.9% |
| 1Y | -33.2% | +17.6% | -50.8% | -37.2% |
| 3Y | +28.1% | +75.0% | -46.9% | -4.4% |
| All | +28.1% | +77.7% | -49.7% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling