+1.3%
FSLR vs NTAP
+61.4%
-60.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -13.7% | -0.5% | -13.1% | -13.8% |
| 3M | -35.1% | +4.1% | -39.2% | -36.1% |
| 6M | +3.6% | +88.0% | -84.3% | -13.0% |
| YTD | -21.7% | +75.6% | -97.3% | -32.0% |
| 1Y | +1.3% | +58.9% | -57.6% | -5.0% |
| All | +1.3% | +61.4% | -60.1% | -5.0% |
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