+3.1%
NEE vs FSLR
-33.8%
+36.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -2.8% | -8.4% | +5.7% | -2.2% |
| 30D | +9.5% | -0.9% | +10.4% | +9.5% |
| 3M | +1.0% | -26.1% | +27.1% | +2.8% |
| 6M | -8.0% | -23.6% | +15.7% | -7.6% |
| YTD | +9.4% | -31.8% | +41.3% | +10.3% |
| 1Y | +3.1% | -32.6% | +35.7% | +3.3% |
| All | +3.1% | -33.8% | +36.9% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling