+195.8%
NXPI vs FSLR
+464.5%
-268.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -3.0% |
| 7D | +0.7% | +6.8% | -6.2% | -1.3% |
| 30D | -6.6% | -14.7% | +8.1% | -2.4% |
| 3M | -25.4% | -22.6% | -2.8% | -19.9% |
| 6M | +11.9% | +12.7% | -0.8% | +7.5% |
| YTD | +4.0% | -18.4% | +22.4% | +8.3% |
| 1Y | +1.0% | +4.9% | -3.9% | -3.0% |
| 3Y | +16.3% | +16.4% | -0.1% | -0.5% |
| 5Y | +17.7% | +123.5% | -105.8% | -24.1% |
| 10Y | +195.8% | +454.3% | -258.5% | +42.7% |
| All | +195.8% | +464.5% | -268.6% | +42.7% |
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