+123.5%
FSLR vs NTAP
+135.7%
-12.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.6% |
| 7D | +6.8% | +3.3% | +3.6% | +5.6% |
| 30D | -14.7% | -0.2% | -14.5% | -14.9% |
| 3M | -22.6% | +11.4% | -34.0% | -25.8% |
| 6M | +12.7% | +88.7% | -76.0% | -12.1% |
| YTD | -18.4% | +78.9% | -97.3% | -35.4% |
| 1Y | +4.9% | +58.8% | -53.9% | -13.0% |
| 3Y | +16.4% | +153.5% | -137.1% | -22.6% |
| 5Y | +123.5% | +136.7% | -13.3% | +47.4% |
| All | +123.5% | +135.7% | -12.2% | +47.4% |
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