+596.4%
FSLR vs NSC
+926.9%
-330.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.7% |
| 7D | -12.0% | +1.6% | -13.6% | -13.0% |
| 30D | -7.7% | +4.2% | -11.9% | -10.3% |
| 3M | -24.0% | -0.2% | -23.8% | -24.4% |
| 6M | -24.4% | +7.6% | -32.0% | -29.1% |
| YTD | -34.0% | +17.4% | -51.4% | -41.5% |
| 1Y | -35.6% | +18.3% | -53.9% | -43.2% |
| 3Y | +28.7% | +79.8% | -51.2% | -16.5% |
| 5Y | +55.3% | +34.3% | +21.0% | +17.5% |
| 10Y | +437.4% | +303.1% | +134.3% | +68.4% |
| All | +596.4% | +926.9% | -330.5% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling