+447.0%
FSLR vs NTAP
+581.2%
-134.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.4% | -3.9% |
| 7D | +0.2% | +2.2% | -1.9% | -0.5% |
| 30D | -15.1% | -7.0% | -8.1% | -13.0% |
| 3M | -22.5% | +12.3% | -34.8% | -26.1% |
| 6M | +4.0% | +85.1% | -81.2% | -18.6% |
| YTD | -22.3% | +74.8% | -97.0% | -38.2% |
| 1Y | 0.0% | +52.7% | -52.7% | -16.3% |
| 3Y | +10.9% | +147.7% | -136.8% | -25.0% |
| 5Y | +105.4% | +124.8% | -19.4% | +40.9% |
| 10Y | +447.0% | +589.7% | -142.7% | +157.8% |
| All | +447.0% | +581.2% | -134.2% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling