+323.2%
NKE vs FSLR
+770.4%
-447.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.4% |
| 7D | -0.1% | +6.8% | -6.9% | -1.0% |
| 30D | -7.7% | -14.7% | +7.1% | -5.6% |
| 3M | -10.9% | -22.6% | +11.6% | -8.1% |
| 6M | -31.9% | +12.7% | -44.6% | -33.7% |
| YTD | -38.6% | -18.4% | -20.3% | -37.8% |
| 1Y | -46.9% | +4.9% | -51.9% | -48.4% |
| 3Y | -58.2% | +16.4% | -74.6% | -61.6% |
| 5Y | -74.0% | +123.5% | -197.5% | -79.0% |
| 10Y | -21.6% | +454.3% | -475.9% | -47.5% |
| All | +323.2% | +770.4% | -447.2% | +173.3% |
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