-38.3%
NFLX vs FSLR
+3.4%
-41.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -1.7% |
| 7D | -5.0% | +6.8% | -11.8% | -4.7% |
| 30D | +3.5% | -14.7% | +18.3% | +2.7% |
| 3M | -7.1% | -22.6% | +15.5% | -8.1% |
| 6M | -22.5% | +12.7% | -35.2% | -22.5% |
| YTD | -18.1% | -18.4% | +0.2% | -18.1% |
| 1Y | -38.3% | +4.9% | -43.3% | -41.4% |
| All | -38.3% | +3.4% | -41.7% | -41.4% |
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