-39.3%
NFLX vs FSLR
-24.3%
-15.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +4.9% |
| 7D | +7.1% | +10.3% | -3.2% | +7.7% |
| 30D | -1.6% | +10.4% | -12.1% | -1.1% |
| 3M | -9.8% | -20.2% | +10.4% | -11.4% |
| 6M | -27.1% | -8.0% | -19.1% | -27.3% |
| YTD | -29.2% | -25.5% | -3.7% | -30.2% |
| 1Y | -39.3% | -26.0% | -13.3% | -40.4% |
| All | -39.3% | -24.3% | -15.0% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling