+325.3%
NEM vs FSLR
+734.5%
-409.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +23.1% | -13.7% | +36.7% | +25.2% |
| 3M | +18.5% | -35.1% | +53.6% | +24.7% |
| 6M | +7.8% | +3.6% | +4.1% | +7.1% |
| YTD | +29.1% | -21.7% | +50.8% | +32.1% |
| 1Y | +72.7% | +1.3% | +71.4% | +70.8% |
| 3Y | +248.7% | +9.7% | +239.0% | +229.0% |
| 5Y | +148.7% | +117.4% | +31.3% | +108.6% |
| 10Y | +304.8% | +435.5% | -130.7% | +180.2% |
| All | +325.3% | +734.5% | -409.2% | +157.8% |
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