-26.9%
FSLR vs NSC
+5.8%
-32.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -1.2% |
| 7D | -14.8% | +2.5% | -17.3% | -13.9% |
| 30D | -4.3% | +1.7% | -6.0% | -3.2% |
| 3M | -23.4% | -2.6% | -20.8% | -24.5% |
| 6M | -26.9% | +6.4% | -33.4% | -22.0% |
| All | -26.9% | +5.8% | -32.8% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling