-59.2%
NKE vs FSLR
+12.8%
-72.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -4.2% | +2.2% | -6.4% | -4.4% |
| 30D | -8.2% | -7.8% | -0.4% | -7.4% |
| 3M | -19.1% | -22.9% | +3.8% | -16.9% |
| 6M | -32.6% | +4.4% | -37.0% | -33.5% |
| YTD | -40.7% | -20.0% | -20.7% | -39.9% |
| 1Y | -48.9% | +2.8% | -51.7% | -50.0% |
| 3Y | -59.2% | +16.5% | -75.8% | -61.4% |
| All | -59.2% | +12.8% | -72.1% | -61.4% |
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 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