+726.4%
FSLR vs NTAP
+537.8%
+188.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -13.7% | -0.5% | -13.1% | -13.8% |
| 3M | -35.1% | +4.1% | -39.2% | -36.6% |
| 6M | +3.6% | +88.0% | -84.3% | -25.5% |
| YTD | -21.7% | +75.6% | -97.3% | -42.4% |
| 1Y | +1.3% | +58.9% | -57.6% | -21.9% |
| 3Y | +9.7% | +153.6% | -143.9% | -35.7% |
| 5Y | +117.4% | +127.6% | -10.3% | +30.6% |
| 10Y | +435.5% | +580.4% | -144.9% | +57.4% |
| All | +726.4% | +537.8% | +188.6% | +56.9% |
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