+726.4%
FSLR vs NSC
+911.1%
-184.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | 0.0% | -5.5% | +5.5% | +3.4% |
| 30D | -13.7% | -3.2% | -10.4% | -12.2% |
| 3M | -35.1% | +7.7% | -42.8% | -38.5% |
| 6M | +3.6% | +4.5% | -0.9% | -0.7% |
| YTD | -21.7% | +15.6% | -37.3% | -29.6% |
| 1Y | +1.3% | +19.8% | -18.6% | -11.1% |
| 3Y | +9.7% | +70.1% | -60.4% | -26.1% |
| 5Y | +117.4% | +46.1% | +71.2% | +55.4% |
| 10Y | +435.5% | +328.1% | +107.4% | +60.3% |
| All | +726.4% | +911.1% | -184.7% | +23.6% |
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