+96.9%
FSLR vs NYT
+38.8%
+58.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -7.8% | +4.6% | -12.4% | -9.0% |
| 3M | -22.9% | -9.6% | -13.3% | -21.3% |
| 6M | +4.4% | -14.0% | +18.4% | +7.6% |
| YTD | -20.0% | -2.8% | -17.1% | -21.3% |
| 1Y | +2.8% | +15.6% | -12.8% | -5.3% |
| 3Y | +16.5% | +56.3% | -39.8% | -7.3% |
| All | +96.9% | +38.8% | +58.1% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling