+17.8%
NXPI vs FSLR
+13.9%
+3.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.4% | -13.7% | +12.2% | +2.2% |
| 3M | -29.1% | -35.1% | +6.0% | -21.2% |
| 6M | +6.2% | +3.6% | +2.6% | +5.5% |
| YTD | +5.9% | -21.7% | +27.6% | +11.2% |
| 1Y | +2.9% | +1.3% | +1.6% | +0.9% |
| All | +17.8% | +13.9% | +3.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling