+62.3%
NEM vs FSLR
+1.7%
+60.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.5% |
| 7D | -3.3% | -0.1% | -3.2% | -3.4% |
| 30D | +7.8% | -14.0% | +21.8% | +11.6% |
| 3M | +36.3% | -16.9% | +53.1% | +41.5% |
| 6M | +6.6% | +4.7% | +1.8% | +6.4% |
| YTD | +27.1% | -20.7% | +47.8% | +30.9% |
| 1Y | +62.3% | +1.7% | +60.7% | +64.1% |
| All | +62.3% | +1.7% | +60.7% | +64.1% |
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