+418.1%
FSLR vs NTAP
+583.1%
-165.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | -14.8% | +7.2% | -22.0% | -17.0% |
| 30D | -4.3% | -18.4% | +14.1% | +1.9% |
| 3M | -23.4% | -11.3% | -12.1% | -21.2% |
| 6M | -26.9% | +53.8% | -80.7% | -39.3% |
| YTD | -34.4% | +72.0% | -106.4% | -48.2% |
| 1Y | -33.2% | +68.0% | -101.2% | -46.9% |
| 3Y | +28.1% | +149.5% | -121.4% | -14.8% |
| 5Y | +54.5% | +125.6% | -71.1% | +4.7% |
| All | +418.1% | +583.1% | -165.0% | +186.3% |
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 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