-37.8%
NFLX vs FSLR
+1.0%
-38.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -5.4% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +5.5% | -13.7% | +19.1% | +4.6% |
| 3M | -4.1% | -35.1% | +31.0% | -5.9% |
| 6M | -20.7% | +3.6% | -24.3% | -21.0% |
| YTD | -16.5% | -21.7% | +5.2% | -16.7% |
| 1Y | -37.8% | +1.3% | -39.1% | -40.9% |
| All | -37.8% | +1.0% | -38.8% | -40.9% |
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