+235.9%
NVDA vs FSLR
+29.6%
+206.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -12.7% | -14.8% | +2.0% | -10.1% |
| 30D | -26.4% | -4.3% | -22.1% | -25.8% |
| 3M | -27.6% | -23.4% | -4.3% | -24.3% |
| 6M | -27.7% | -26.9% | -0.8% | -24.1% |
| YTD | -12.5% | -34.4% | +21.9% | -7.2% |
| 1Y | -12.6% | -33.2% | +20.6% | -7.9% |
| 3Y | +235.9% | +28.1% | +207.9% | +215.2% |
| All | +235.9% | +29.6% | +206.3% | +215.2% |
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