+51.8%
FSLR vs NTAP
+134.8%
-83.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +15.3% | -15.1% | +30.4% | +20.5% |
| 30D | +11.7% | -28.1% | +39.7% | +22.5% |
| 3M | -17.6% | -11.4% | -6.2% | -15.7% |
| 6M | -7.7% | +52.2% | -60.0% | -21.3% |
| YTD | -23.0% | +60.4% | -83.4% | -35.9% |
| 1Y | -26.0% | +51.0% | -77.0% | -37.0% |
| All | +51.8% | +134.8% | -83.1% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling