-21.5%
NOW vs FSLR
+36.7%
-58.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.5% | -2.8% |
| 7D | -8.7% | -2.6% | -6.1% | -8.6% |
| 30D | -29.3% | +1.8% | -31.1% | -29.4% |
| 3M | -21.8% | -24.4% | +2.5% | -20.7% |
| 6M | +9.2% | -17.7% | +27.0% | +10.4% |
| YTD | -35.0% | -30.7% | -4.3% | -33.5% |
| 1Y | -42.5% | -33.6% | -8.9% | -41.0% |
| 3Y | -21.5% | +35.1% | -56.7% | -26.9% |
| All | -21.5% | +36.7% | -58.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling