-75.5%
NKE vs FSLR
+106.8%
-182.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -5.5% | -0.1% | -5.4% | -5.6% |
| 30D | -10.4% | -14.0% | +3.6% | -8.7% |
| 3M | -15.8% | -16.9% | +1.1% | -14.0% |
| 6M | -33.4% | +4.7% | -38.2% | -34.5% |
| YTD | -41.0% | -20.7% | -20.3% | -40.0% |
| 1Y | -49.1% | +1.7% | -50.7% | -50.3% |
| 3Y | -59.8% | +13.1% | -72.9% | -63.1% |
| 5Y | -75.5% | +108.4% | -183.9% | -82.1% |
| All | -75.5% | +106.8% | -182.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling