-26.0%
FSLR vs NTAP
+66.6%
-92.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.3% | +5.0% |
| 7D | +10.3% | -16.1% | +26.4% | +14.9% |
| 30D | +10.4% | -15.9% | +26.4% | +14.9% |
| 3M | -20.2% | -1.2% | -18.9% | -20.6% |
| 6M | -8.0% | +70.1% | -78.0% | -19.4% |
| YTD | -25.5% | +77.9% | -103.5% | -34.1% |
| 1Y | -26.0% | +68.1% | -94.1% | -31.3% |
| All | -26.0% | +66.6% | -92.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling