+418.1%
FSLR vs NVMI
+2,494.8%
-2,076.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.5% |
| 7D | -14.8% | +1.5% | -16.3% | -15.4% |
| 30D | -4.3% | -4.1% | -0.2% | -3.6% |
| 3M | -23.4% | -22.8% | -0.6% | -17.2% |
| 6M | -26.9% | -36.9% | +9.9% | -16.5% |
| YTD | -34.4% | -3.2% | -31.2% | -37.1% |
| 1Y | -33.2% | +7.1% | -40.3% | -38.4% |
| 3Y | +28.1% | +181.5% | -153.4% | -25.4% |
| 5Y | +54.5% | +141.2% | -86.7% | -8.1% |
| All | +418.1% | +2,494.8% | -2,076.7% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling