+1,101.8%
NBIS vs FSLR
+1.9%
+1,099.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | +1.0% |
| 7D | +17.8% | +0.2% | +17.5% | +17.6% |
| 30D | +30.5% | -15.1% | +45.7% | +40.6% |
| 3M | +9.2% | -22.5% | +31.7% | +23.1% |
| 6M | +153.2% | +4.0% | +149.2% | +147.2% |
| YTD | +187.1% | -22.3% | +209.4% | +215.4% |
| 1Y | +151.1% | 0.0% | +151.1% | +145.9% |
| All | +1,101.8% | +1.9% | +1,099.9% | +885.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling