+479.4%
NBIS vs FSLR
-14.0%
+493.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.7% |
| 7D | -10.5% | -14.8% | +4.3% | -3.2% |
| 30D | -37.7% | -4.3% | -33.4% | -36.4% |
| 3M | -54.6% | -23.4% | -31.2% | -48.6% |
| 6M | -44.1% | -26.9% | -17.1% | -35.8% |
| YTD | +38.4% | -34.4% | +72.8% | +63.8% |
| 1Y | +30.7% | -33.2% | +64.0% | +53.6% |
| All | +479.4% | -14.0% | +493.4% | +411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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