+514.0%
NOW vs FSLR
+429.3%
+84.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +0.3% | -14.8% | +15.1% | +3.3% |
| 30D | -27.0% | -4.3% | -22.7% | -26.5% |
| 3M | -19.6% | -23.4% | +3.7% | -16.0% |
| 6M | +17.5% | -26.9% | +44.4% | +23.0% |
| YTD | -33.3% | -34.4% | +1.1% | -29.5% |
| 1Y | -39.8% | -33.2% | -6.6% | -36.9% |
| 3Y | -19.9% | +28.1% | -48.0% | -34.0% |
| 5Y | -26.1% | +54.5% | -80.6% | -46.1% |
| All | +514.0% | +429.3% | +84.7% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling