+631.5%
FSLR vs NSC
+910.6%
-279.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.2% | -5.9% |
| 7D | -2.6% | -3.4% | +0.8% | -0.8% |
| 30D | +1.8% | +3.6% | -1.8% | -0.8% |
| 3M | -24.4% | -1.4% | -23.0% | -24.2% |
| 6M | -17.7% | +6.0% | -23.7% | -22.0% |
| YTD | -30.7% | +15.5% | -46.2% | -37.9% |
| 1Y | -33.6% | +16.2% | -49.8% | -40.8% |
| 3Y | +35.1% | +76.9% | -41.8% | -11.4% |
| 5Y | +63.1% | +29.3% | +33.7% | +26.4% |
| 10Y | +466.4% | +298.3% | +168.2% | +78.7% |
| All | +631.5% | +910.6% | -279.1% | +9.1% |
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