+15,200.7%
NVDA vs FSLR
+431.1%
+14,769.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.8% | +0.4% |
| 7D | -0.3% | +0.2% | -0.6% | -0.5% |
| 30D | +2.8% | -15.1% | +18.0% | +7.5% |
| 3M | +7.4% | -22.5% | +30.0% | +14.9% |
| 6M | +22.6% | +4.0% | +18.7% | +19.3% |
| YTD | +20.1% | -22.3% | +42.3% | +25.3% |
| 1Y | +31.2% | 0.0% | +31.1% | +25.7% |
| 3Y | +391.7% | +10.9% | +380.9% | +314.5% |
| 5Y | +911.9% | +105.4% | +806.5% | +535.7% |
| 10Y | +15,200.7% | +447.0% | +14,753.7% | +6,683.9% |
| All | +15,200.7% | +431.1% | +14,769.6% | +6,683.9% |
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 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