+737.4%
FSLR vs NTRS
+421.1%
+316.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.3% |
| 7D | -0.1% | +0.3% | -0.5% | -0.3% |
| 30D | -14.0% | +0.2% | -14.2% | -14.2% |
| 3M | -16.9% | +13.2% | -30.1% | -22.4% |
| 6M | +4.7% | +36.9% | -32.2% | -12.0% |
| YTD | -20.7% | +39.1% | -59.8% | -34.5% |
| 1Y | +1.7% | +50.4% | -48.8% | -19.5% |
| 3Y | +13.1% | +166.8% | -153.7% | -36.3% |
| 5Y | +108.4% | +92.9% | +15.5% | +32.9% |
| 10Y | +458.0% | +255.7% | +202.3% | +125.6% |
| All | +737.4% | +421.1% | +316.3% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded NTRS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling