-24.4%
NOW vs FSLR
+64.7%
-89.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.4% |
| 7D | -5.6% | -8.4% | +2.9% | -4.5% |
| 30D | -26.8% | -0.9% | -25.9% | -26.8% |
| 3M | -19.4% | -26.1% | +6.6% | -16.3% |
| 6M | +12.3% | -23.6% | +36.0% | +15.6% |
| YTD | -32.9% | -31.8% | -1.1% | -30.3% |
| 1Y | -40.3% | -32.6% | -7.7% | -38.0% |
| 3Y | -19.1% | +33.0% | -52.1% | -33.2% |
| 5Y | -24.4% | +56.8% | -81.1% | -47.3% |
| All | -24.4% | +64.7% | -89.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling