+23.9%
FSLR vs NXT
+171.8%
-147.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.2% | -3.0% |
| 7D | +0.2% | -0.2% | +0.5% | +0.4% |
| 30D | -15.1% | -20.0% | +4.8% | -5.7% |
| 3M | -22.5% | -30.9% | +8.4% | -8.5% |
| 6M | +4.0% | -23.8% | +27.8% | +13.3% |
| YTD | -22.3% | -5.4% | -16.8% | -25.5% |
| 1Y | 0.0% | +28.0% | -28.0% | -19.5% |
| 3Y | +10.9% | +93.3% | -82.5% | -33.4% |
| All | +23.9% | +171.8% | -147.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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