+913.8%
NVDA vs FSLR
+116.7%
+797.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.1% |
| 7D | +3.8% | +6.8% | -3.0% | +2.1% |
| 30D | +0.8% | -14.7% | +15.5% | +4.7% |
| 3M | +8.2% | -22.6% | +30.8% | +14.8% |
| 6M | +27.1% | +12.7% | +14.4% | +21.7% |
| YTD | +21.2% | -18.4% | +39.5% | +24.5% |
| 1Y | +34.3% | +4.9% | +29.4% | +27.7% |
| 3Y | +396.3% | +16.4% | +379.9% | +319.0% |
| 5Y | +913.8% | +123.5% | +790.3% | +441.8% |
| All | +913.8% | +116.7% | +797.1% | +441.8% |
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