+418.1%
FSLR vs NUE
+423.6%
-5.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.6% |
| 7D | -14.8% | +2.8% | -17.6% | -15.7% |
| 30D | -4.3% | -2.1% | -2.2% | -4.0% |
| 3M | -23.4% | -7.3% | -16.0% | -22.0% |
| 6M | -26.9% | +8.9% | -35.8% | -29.6% |
| YTD | -34.4% | +55.6% | -90.0% | -44.2% |
| 1Y | -33.2% | +74.7% | -107.9% | -45.3% |
| 3Y | +28.1% | +71.7% | -43.6% | +0.8% |
| 5Y | +54.5% | +141.2% | -86.7% | +2.0% |
| All | +418.1% | +423.6% | -5.5% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling