+41,457.7%
NVDA vs FSLR
+734.5%
+40,723.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.2% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +5.1% | -13.7% | +18.7% | +9.2% |
| 3M | +5.4% | -35.1% | +40.4% | +17.6% |
| 6M | +26.0% | +3.6% | +22.4% | +23.1% |
| YTD | +23.7% | -21.7% | +45.4% | +28.6% |
| 1Y | +34.4% | +1.3% | +33.1% | +29.1% |
| 3Y | +375.8% | +9.7% | +366.1% | +313.0% |
| 5Y | +911.8% | +117.4% | +794.4% | +594.2% |
| 10Y | +14,899.8% | +435.5% | +14,464.3% | +7,320.4% |
| All | +41,457.7% | +734.5% | +40,723.2% | +18,044.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling