+153.4%
NEM vs FSLR
+116.7%
+36.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.2% |
| 7D | +3.9% | +6.8% | -3.0% | +3.1% |
| 30D | +12.7% | -14.7% | +27.4% | +14.5% |
| 3M | +28.7% | -22.6% | +51.2% | +31.7% |
| 6M | +9.8% | +12.7% | -2.9% | +8.8% |
| YTD | +28.1% | -18.4% | +46.5% | +29.8% |
| 1Y | +69.3% | +4.9% | +64.4% | +68.3% |
| 3Y | +247.7% | +16.4% | +231.3% | +230.8% |
| 5Y | +153.4% | +123.5% | +29.9% | +129.2% |
| All | +153.4% | +116.7% | +36.7% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling