+713.0%
FSLR vs NTAP
+482.7%
+230.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +15.3% | -15.1% | +30.4% | +23.5% |
| 30D | +11.7% | -28.1% | +39.7% | +28.7% |
| 3M | -17.6% | -11.4% | -6.2% | -14.7% |
| 6M | -7.7% | +52.2% | -60.0% | -27.6% |
| YTD | -23.0% | +60.4% | -83.4% | -41.9% |
| 1Y | -26.0% | +51.0% | -77.0% | -42.6% |
| 3Y | +36.9% | +135.6% | -98.7% | -18.5% |
| 5Y | +72.9% | +107.5% | -34.6% | +7.0% |
| 10Y | +519.3% | +608.6% | -89.3% | +73.6% |
| All | +713.0% | +482.7% | +230.3% | +58.2% |
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