+200.5%
NXPI vs FSLR
+519.9%
-319.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.7% | +8.0% | +4.7% |
| 7D | -0.3% | +5.3% | -5.6% | -1.9% |
| 30D | +12.7% | +7.8% | +4.9% | +10.0% |
| 3M | +7.5% | -23.4% | +30.8% | +15.4% |
| 6M | -12.3% | -12.9% | +0.6% | -9.5% |
| YTD | +19.7% | -26.7% | +46.3% | +28.0% |
| 1Y | +27.6% | -28.4% | +56.0% | +36.9% |
| 3Y | +50.0% | +44.6% | +5.4% | +18.9% |
| 5Y | +27.2% | +67.9% | -40.8% | -11.3% |
| 10Y | +200.5% | +496.9% | -296.4% | +45.2% |
| All | +200.5% | +519.9% | -319.4% | +45.2% |
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 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