+822.5%
NOW vs FSLR
+424.2%
+398.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.5% | -2.7% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +20.5% | -13.7% | +34.2% | +23.8% |
| 3M | +18.3% | -35.1% | +53.4% | +27.8% |
| 6M | +24.1% | +3.6% | +20.4% | +21.2% |
| YTD | -7.8% | -21.7% | +13.9% | -5.3% |
| 1Y | -21.4% | +1.3% | -22.7% | -24.3% |
| 3Y | +19.5% | +9.7% | +9.8% | +4.1% |
| 5Y | +4.1% | +117.4% | -113.3% | -29.3% |
| All | +822.5% | +424.2% | +398.3% | +354.4% |
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 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