+76.3%
FSLR vs NTAP
+105.7%
-29.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +15.3% | -15.1% | +30.4% | +21.2% |
| 30D | +11.7% | -28.1% | +39.7% | +24.0% |
| 3M | -17.6% | -11.4% | -6.2% | -15.5% |
| 6M | -7.7% | +52.2% | -60.0% | -23.1% |
| YTD | -23.0% | +60.4% | -83.4% | -37.6% |
| 1Y | -26.0% | +51.0% | -77.0% | -38.6% |
| 3Y | +36.9% | +135.6% | -98.7% | -8.6% |
| All | +76.3% | +105.7% | -29.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling