+319.4%
NEM vs FSLR
+431.1%
-111.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.0% | +1.7% |
| 7D | +3.1% | +0.2% | +2.8% | +3.0% |
| 30D | +10.0% | -15.1% | +25.1% | +11.6% |
| 3M | +30.9% | -22.5% | +53.4% | +33.8% |
| 6M | +10.5% | +4.0% | +6.6% | +10.2% |
| YTD | +29.7% | -22.3% | +52.0% | +32.0% |
| 1Y | +71.1% | 0.0% | +71.1% | +70.5% |
| 3Y | +252.1% | +10.9% | +241.2% | +238.7% |
| 5Y | +157.7% | +105.4% | +52.3% | +134.0% |
| 10Y | +319.4% | +447.0% | -127.6% | +236.5% |
| All | +319.4% | +431.1% | -111.8% | +236.5% |
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