+321.9%
NKE vs FSLR
+599.6%
-277.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.6% | -14.8% | +13.2% | +0.6% |
| 30D | +7.6% | -4.3% | +11.9% | +8.2% |
| 3M | -6.9% | -23.4% | +16.5% | -3.7% |
| 6M | -8.5% | -26.9% | +18.4% | -5.3% |
| YTD | -38.8% | -34.4% | -4.4% | -36.2% |
| 1Y | -40.6% | -33.2% | -7.4% | -38.3% |
| 3Y | -60.9% | +28.1% | -89.0% | -64.6% |
| 5Y | -75.4% | +54.5% | -129.9% | -79.0% |
| 10Y | -13.5% | +434.6% | -448.0% | -41.7% |
| All | +321.9% | +599.6% | -277.6% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling