-16.3%
NOW vs FSLR
+32.4%
-48.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.5% |
| 7D | -3.0% | +15.3% | -18.3% | -3.8% |
| 30D | -26.0% | +11.7% | -37.7% | -26.5% |
| 3M | -13.1% | -17.6% | +4.5% | -12.3% |
| 6M | +14.5% | -7.7% | +22.2% | +15.0% |
| YTD | -33.4% | -23.0% | -10.4% | -32.3% |
| 1Y | -40.6% | -26.0% | -14.6% | -39.5% |
| 3Y | -16.3% | +36.9% | -53.2% | -21.2% |
| All | -16.3% | +32.4% | -48.7% | -21.2% |
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