+1.0%
NXPI vs FSLR
+3.4%
-2.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.9% |
| 7D | +0.7% | +6.8% | -6.2% | -1.3% |
| 30D | -6.6% | -14.7% | +8.1% | -2.5% |
| 3M | -25.4% | -22.6% | -2.8% | -20.3% |
| 6M | +11.9% | +12.7% | -0.8% | +12.1% |
| YTD | +4.0% | -18.4% | +22.4% | +9.3% |
| 1Y | +1.0% | +4.9% | -3.9% | +3.7% |
| All | +1.0% | +3.4% | -2.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling