-1.4%
NEM vs FSLR
-19.5%
+18.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.7% |
| 7D | +0.3% | -8.4% | +8.7% | +3.1% |
| 30D | +1.1% | -0.9% | +2.0% | +1.3% |
| 3M | +1.3% | -26.1% | +27.4% | +11.2% |
| 6M | -1.4% | -23.6% | +22.3% | +5.4% |
| All | -1.4% | -19.5% | +18.1% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling