+50.0%
NXPI vs FSLR
+38.0%
+12.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.7% | +8.0% | +4.5% |
| 7D | -0.3% | +5.3% | -5.6% | -1.7% |
| 30D | +12.7% | +7.8% | +4.9% | +10.4% |
| 3M | +7.5% | -23.4% | +30.8% | +14.3% |
| 6M | -12.3% | -12.9% | +0.6% | -9.4% |
| YTD | +19.7% | -26.7% | +46.3% | +27.2% |
| 1Y | +27.6% | -28.4% | +56.0% | +36.0% |
| 3Y | +50.0% | +44.6% | +5.4% | +22.3% |
| All | +50.0% | +38.0% | +12.0% | +22.3% |
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