+1,031.9%
NBIS vs FSLR
+2.5%
+1,029.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.4% | +8.9% | +8.2% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | +3.4% | -13.7% | +17.0% | +9.9% |
| 3M | -12.8% | -35.1% | +22.3% | +7.4% |
| 6M | +131.5% | +3.6% | +127.9% | +126.4% |
| YTD | +170.5% | -21.7% | +192.2% | +195.9% |
| 1Y | +248.8% | +1.3% | +247.5% | +239.4% |
| All | +1,031.9% | +2.5% | +1,029.4% | +824.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling