+458.5%
FSLR vs NVMI
+3,158.6%
-2,700.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | -7.8% | -8.4% | +0.6% | -5.2% |
| 3M | -22.9% | -33.6% | +10.6% | -12.0% |
| 6M | +4.4% | -14.7% | +19.1% | +7.7% |
| YTD | -20.0% | +13.2% | -33.2% | -26.6% |
| 1Y | +2.8% | +29.0% | -26.2% | -10.5% |
| 3Y | +16.5% | +215.0% | -198.5% | -34.0% |
| 5Y | +110.3% | +268.6% | -158.3% | +7.5% |
| All | +458.5% | +3,158.6% | -2,700.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded NVMI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling