+18.9%
NET vs FSLR
-8.7%
+27.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -3.4% |
| 7D | -16.4% | +10.3% | -26.7% | -18.0% |
| 30D | -25.8% | +10.4% | -36.3% | -27.2% |
| 3M | -11.5% | -20.2% | +8.6% | -7.0% |
| 6M | +18.9% | -8.0% | +26.9% | +30.1% |
| All | +18.9% | -8.7% | +27.6% | +30.1% |
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