+131.0%
NEM vs FSLR
+64.7%
+66.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.1% |
| 7D | +0.3% | -8.4% | +8.7% | +1.3% |
| 30D | +1.1% | -0.9% | +2.0% | +1.2% |
| 3M | +1.3% | -26.1% | +27.4% | +4.4% |
| 6M | -1.4% | -23.6% | +22.3% | +1.3% |
| YTD | +19.4% | -31.8% | +51.2% | +23.3% |
| 1Y | +32.9% | -32.6% | +65.5% | +37.3% |
| 3Y | +267.0% | +33.0% | +234.0% | +249.8% |
| 5Y | +131.0% | +56.8% | +74.2% | +115.5% |
| All | +131.0% | +64.7% | +66.3% | +115.5% |
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 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