+123.5%
FSLR vs NSC
+46.6%
+76.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +6.8% | -1.5% | +8.3% | +7.3% |
| 30D | -14.7% | -1.9% | -12.8% | -14.3% |
| 3M | -22.6% | +6.2% | -28.8% | -24.4% |
| 6M | +12.7% | +9.2% | +3.5% | +8.2% |
| YTD | -18.4% | +15.0% | -33.4% | -23.1% |
| 1Y | +4.9% | +21.1% | -16.1% | -3.1% |
| 3Y | +16.4% | +78.6% | -62.2% | -10.7% |
| 5Y | +123.5% | +45.9% | +77.6% | +90.0% |
| All | +123.5% | +46.6% | +76.8% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling