+274.0%
NEM vs FSLR
+603.3%
-329.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.7% | -4.5% |
| 7D | -5.9% | -12.0% | +6.1% | -4.4% |
| 30D | -2.6% | -7.7% | +5.1% | -1.6% |
| 3M | -4.2% | -24.0% | +19.8% | -1.1% |
| 6M | -5.5% | -24.4% | +19.0% | -2.5% |
| YTD | +13.5% | -34.0% | +47.6% | +18.5% |
| 1Y | +22.2% | -35.6% | +57.8% | +27.8% |
| 3Y | +249.0% | +28.7% | +220.3% | +223.1% |
| 5Y | +120.1% | +55.3% | +64.8% | +92.8% |
| 10Y | +356.3% | +437.4% | -81.1% | +215.7% |
| All | +274.0% | +603.3% | -329.2% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling