+631.5%
FSLR vs NTAP
+506.2%
+125.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -2.6% | -7.8% | +5.1% | +0.5% |
| 30D | +1.8% | -25.8% | +27.6% | +15.5% |
| 3M | -24.4% | -11.2% | -13.1% | -21.7% |
| 6M | -17.7% | +49.9% | -67.7% | -35.0% |
| YTD | -30.7% | +66.9% | -97.6% | -48.7% |
| 1Y | -33.6% | +58.8% | -92.5% | -49.7% |
| 3Y | +35.1% | +140.8% | -105.7% | -20.4% |
| 5Y | +63.1% | +115.0% | -51.9% | -0.9% |
| 10Y | +466.4% | +570.8% | -104.3% | +64.3% |
| All | +631.5% | +506.2% | +125.4% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling