+247.7%
NEM vs FSLR
+15.2%
+232.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.4% |
| 7D | +3.9% | +6.8% | -3.0% | +2.9% |
| 30D | +12.7% | -14.7% | +27.4% | +15.1% |
| 3M | +28.7% | -22.6% | +51.2% | +32.8% |
| 6M | +9.8% | +12.7% | -2.9% | +8.4% |
| YTD | +28.1% | -18.4% | +46.5% | +30.4% |
| 1Y | +69.3% | +4.9% | +64.4% | +67.9% |
| 3Y | +247.7% | +16.4% | +231.3% | +199.3% |
| All | +247.7% | +15.2% | +232.5% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling