+720.9%
FSLR vs NYT
+240.1%
+480.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.0% |
| 7D | +0.2% | -1.6% | +1.8% | +0.9% |
| 30D | -15.1% | +2.8% | -17.9% | -16.0% |
| 3M | -22.5% | -9.2% | -13.3% | -20.5% |
| 6M | +4.0% | -17.1% | +21.1% | +9.4% |
| YTD | -22.3% | -3.2% | -19.0% | -23.2% |
| 1Y | 0.0% | +15.7% | -15.7% | -8.0% |
| 3Y | +10.9% | +55.7% | -44.9% | -10.7% |
| 5Y | +105.4% | +39.4% | +66.0% | +67.7% |
| 10Y | +447.0% | +485.6% | -38.6% | +137.0% |
| All | +720.9% | +240.1% | +480.8% | +257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling