-60.9%
NKE vs FSLR
+29.6%
-90.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.6% | -14.8% | +13.2% | +0.1% |
| 30D | +7.6% | -4.3% | +11.9% | +8.0% |
| 3M | -6.9% | -23.4% | +16.5% | -4.5% |
| 6M | -8.5% | -26.9% | +18.4% | -6.1% |
| YTD | -38.8% | -34.4% | -4.4% | -36.8% |
| 1Y | -40.6% | -33.2% | -7.4% | -38.8% |
| 3Y | -60.9% | +28.1% | -89.0% | -63.5% |
| All | -60.9% | +29.6% | -90.6% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling