+2.8%
FSLR vs NYT
+17.8%
-15.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.0% |
| 7D | +2.2% | -0.6% | +2.8% | +2.1% |
| 30D | -7.8% | +4.6% | -12.4% | -7.1% |
| 3M | -22.9% | -9.6% | -13.3% | -23.4% |
| 6M | +4.4% | -14.0% | +18.4% | +3.4% |
| YTD | -20.0% | -2.8% | -17.1% | -17.5% |
| 1Y | +2.8% | +15.6% | -12.8% | +17.7% |
| All | +2.8% | +17.8% | -15.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling