+253.2%
NEE vs FSLR
+431.1%
-177.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -0.8% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -1.7% | -15.1% | +13.5% | +0.4% |
| 3M | -1.8% | -22.5% | +20.7% | +1.2% |
| 6M | -8.8% | +4.0% | -12.8% | -10.4% |
| YTD | +5.2% | -22.3% | +27.5% | +7.2% |
| 1Y | +21.3% | 0.0% | +21.3% | +18.7% |
| 3Y | +35.2% | +10.9% | +24.3% | +24.8% |
| 5Y | +10.1% | +105.4% | -95.2% | -10.1% |
| 10Y | +253.2% | +447.0% | -193.8% | +147.0% |
| All | +253.2% | +431.1% | -177.9% | +147.0% |
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 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